+132.3%
CMS vs UPRO
+1,163.1%
-1,030.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.4% | -0.5% |
| 7D | -0.9% | -0.9% | 0.0% | -1.0% |
| 30D | +7.1% | -11.4% | +18.5% | +8.6% |
| 3M | -1.3% | -10.9% | +9.6% | 0.0% |
| 6M | -2.7% | -0.5% | -2.1% | -3.5% |
| YTD | +2.6% | +19.9% | -17.3% | -1.6% |
| 1Y | -2.0% | +24.2% | -26.2% | -6.7% |
| 3Y | +39.6% | +236.9% | -197.3% | +7.5% |
| 5Y | +35.3% | +96.6% | -61.2% | +8.6% |
| 10Y | +132.3% | +1,091.6% | -959.3% | +15.4% |
| All | +132.3% | +1,163.1% | -1,030.8% | +15.4% |
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 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