+139.2%
UPRO vs CPB
-39.5%
+178.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.7% |
| 7D | +0.1% | -8.6% | +8.7% | +1.3% |
| 30D | -0.9% | -7.2% | +6.4% | +0.1% |
| 3M | +1.9% | +0.9% | +1.0% | +1.2% |
| 6M | +33.1% | -11.8% | +44.9% | +35.4% |
| YTD | +31.8% | -19.4% | +51.2% | +36.3% |
| 1Y | +48.3% | -30.4% | +78.7% | +58.4% |
| 3Y | +221.5% | -40.2% | +261.6% | +243.4% |
| All | +139.2% | -39.5% | +178.7% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling