+114.8%
CMI vs UPRO
+95.9%
+18.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +0.5% | +7.4% | -6.9% | -1.9% |
| 30D | -14.0% | -7.9% | -6.1% | -11.9% |
| 3M | -28.1% | -12.0% | -16.1% | -25.4% |
| 6M | -35.8% | -2.0% | -33.9% | -35.9% |
| YTD | -10.5% | +20.4% | -30.9% | -16.6% |
| 1Y | -1.9% | +24.5% | -26.4% | -9.5% |
| 3Y | +121.0% | +224.4% | -103.4% | +48.4% |
| All | +114.8% | +95.9% | +18.9% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling