+321.2%
CMG vs UPRO
+1,226.0%
-904.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -3.8% | -6.0% | +2.2% | -2.0% |
| 30D | +12.9% | -5.8% | +18.7% | +14.9% |
| 3M | +18.8% | +10.8% | +8.0% | +14.3% |
| 6M | +4.1% | +31.6% | -27.5% | -5.9% |
| YTD | -2.4% | +25.4% | -27.7% | -10.5% |
| 1Y | -6.7% | +39.2% | -45.9% | -17.4% |
| 3Y | -7.1% | +218.5% | -225.6% | -39.7% |
| 5Y | -5.0% | +137.1% | -142.0% | -36.4% |
| All | +321.2% | +1,226.0% | -904.8% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling