-3.1%
CMS vs UPRO
+20.9%
-24.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.4% | +0.9% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | +7.1% | -11.4% | +18.5% | +6.4% |
| 3M | -1.3% | -10.9% | +9.6% | -1.8% |
| 6M | -2.7% | -0.5% | -2.1% | -2.4% |
| YTD | +2.6% | +19.9% | -17.3% | +1.9% |
| All | -3.1% | +20.9% | -24.0% | -3.7% |
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