+1,862.0%
CMI vs UPRO
+13,044.5%
-11,182.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +0.5% | +7.4% | -6.9% | -2.4% |
| 30D | -14.0% | -7.9% | -6.1% | -11.6% |
| 3M | -28.1% | -12.0% | -16.1% | -24.9% |
| 6M | -35.8% | -2.0% | -33.9% | -36.0% |
| YTD | -10.5% | +20.4% | -30.9% | -17.7% |
| 1Y | -1.9% | +24.5% | -26.4% | -11.0% |
| 3Y | +121.0% | +224.4% | -103.4% | +30.2% |
| 5Y | +114.6% | +97.6% | +16.9% | +37.9% |
| 10Y | +325.5% | +1,097.3% | -771.9% | -10.6% |
| All | +1,862.0% | +13,044.5% | -11,182.6% | -22.5% |
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