+164.4%
CMI vs UPRO
+128.3%
+36.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.2% |
| 7D | +0.8% | -6.0% | +6.8% | +2.9% |
| 30D | -12.8% | -5.8% | -7.0% | -11.1% |
| 3M | -12.4% | +10.8% | -23.3% | -15.7% |
| 6M | -0.9% | +31.6% | -32.5% | -10.0% |
| YTD | +8.9% | +25.4% | -16.5% | +0.5% |
| 1Y | +37.7% | +39.2% | -1.5% | +22.7% |
| 3Y | +148.9% | +218.5% | -69.7% | +67.3% |
| 5Y | +164.4% | +137.1% | +27.3% | +74.1% |
| All | +164.4% | +128.3% | +36.0% | +74.1% |
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