-12.0%
CHYM vs UPRO
+74.4%
-86.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.1% |
| 7D | -2.9% | -6.0% | +3.1% | +1.7% |
| 30D | +3.0% | -5.8% | +8.7% | +7.7% |
| 3M | +98.7% | +10.8% | +87.9% | +80.9% |
| 6M | +46.4% | +31.6% | +14.9% | +14.8% |
| YTD | +29.8% | +25.4% | +4.4% | +5.9% |
| 1Y | +40.5% | +39.2% | +1.2% | +5.0% |
| All | -12.0% | +74.4% | -86.4% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 3y: compounded portfolio wealth divided by compounded UPRO 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…
3y analysis · Full analysis span regression · 6 months rolling