-18.0%
CMG vs UPRO
+226.4%
-244.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +2.5% | +7.4% | -4.9% | +0.5% |
| 30D | +15.6% | -7.9% | +23.5% | +17.5% |
| 3M | +8.2% | -12.0% | +20.2% | +11.1% |
| 6M | +9.9% | -2.0% | +11.8% | +8.2% |
| YTD | -4.6% | +20.4% | -25.0% | -12.6% |
| 1Y | +12.4% | +24.5% | -12.1% | +1.9% |
| 3Y | -18.0% | +224.4% | -242.3% | -45.3% |
| All | -18.0% | +226.4% | -244.3% | -45.3% |
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 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