+2,191.1%
CMG vs UPRO
+14,289.1%
-12,098.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +7.1% | -0.9% | +8.0% | +7.3% |
| 3M | +31.2% | +1.9% | +29.2% | +29.2% |
| 6M | +0.7% | +33.1% | -32.4% | -9.1% |
| YTD | -0.1% | +31.8% | -31.9% | -9.6% |
| 1Y | -10.7% | +48.3% | -59.0% | -22.3% |
| 3Y | -4.7% | +221.5% | -226.1% | -37.6% |
| 5Y | -3.8% | +136.7% | -140.5% | -34.9% |
| 10Y | +352.5% | +1,179.2% | -826.7% | +58.3% |
| All | +2,191.1% | +14,289.1% | -12,098.0% | +215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling