+503.2%
CMI vs UPRO
+1,258.3%
-755.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.4% |
| 7D | -0.7% | -2.5% | +1.8% | +0.1% |
| 30D | -12.4% | -4.2% | -8.2% | -11.2% |
| 3M | -14.8% | +8.1% | -22.8% | -17.2% |
| 6M | +0.8% | +35.2% | -34.4% | -9.1% |
| YTD | +10.2% | +28.4% | -18.2% | +1.1% |
| 1Y | +37.4% | +39.3% | -1.8% | +22.4% |
| 3Y | +153.3% | +219.9% | -66.6% | +66.3% |
| 5Y | +167.6% | +142.8% | +24.8% | +76.8% |
| All | +503.2% | +1,258.3% | -755.1% | +58.9% |
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