+11.7%
CMI vs UPRO
+29.4%
-17.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.6% | -8.3% |
| 7D | -11.2% | -2.6% | -8.6% | -10.1% |
| 30D | -9.8% | -4.3% | -5.5% | -7.8% |
| 3M | -25.5% | -4.3% | -21.2% | -24.1% |
| 6M | -27.7% | +14.7% | -42.4% | -34.3% |
| YTD | -6.6% | +28.0% | -34.6% | -20.8% |
| 1Y | +11.7% | +29.8% | -18.2% | -5.7% |
| All | +11.7% | +29.4% | -17.7% | -5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling