+902.8%
CMS vs UPRO
+14,289.1%
-13,386.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | -3.6% | -0.9% | -2.7% | -3.5% |
| 3M | -1.9% | +1.9% | -3.8% | -2.8% |
| 6M | -11.0% | +33.1% | -44.1% | -16.1% |
| YTD | +0.2% | +31.8% | -31.6% | -5.6% |
| 1Y | -1.3% | +48.3% | -49.6% | -9.3% |
| 3Y | +35.9% | +221.5% | -185.5% | +3.3% |
| 5Y | +23.1% | +136.7% | -113.7% | -6.7% |
| 10Y | +117.9% | +1,179.2% | -1,061.3% | +0.5% |
| All | +902.8% | +14,289.1% | -13,386.3% | +128.1% |
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