+0.4%
CMS vs UPRO
+29.4%
-29.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.9% | -3.5% | +1.7% |
| 7D | +4.1% | -2.6% | +6.6% | +3.9% |
| 30D | +10.9% | -4.3% | +15.2% | +10.6% |
| 3M | -0.2% | -4.3% | +4.0% | -0.5% |
| 6M | -4.7% | +14.7% | -19.5% | -4.4% |
| YTD | +3.9% | +28.0% | -24.1% | +3.4% |
| 1Y | +0.4% | +29.8% | -29.5% | -0.4% |
| All | +0.4% | +29.4% | -29.1% | -0.4% |
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 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