+25.9%
CMS vs UPRO
+137.3%
-111.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -3.6% | -0.9% | -2.7% | -3.5% |
| 3M | -1.9% | +1.9% | -3.8% | -2.3% |
| 6M | -11.0% | +33.1% | -44.1% | -13.7% |
| YTD | +0.2% | +31.8% | -31.6% | -2.8% |
| 1Y | -1.3% | +48.3% | -49.6% | -5.6% |
| 3Y | +35.9% | +221.5% | -185.5% | +14.7% |
| All | +25.9% | +137.3% | -111.4% | +1.6% |
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