+935.3%
CMS vs UPRO
+12,035.6%
-11,100.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -13.2% | +12.7% | +1.8% |
| 7D | +1.7% | -14.4% | +16.1% | +4.1% |
| 30D | +8.6% | -18.2% | +26.9% | +12.0% |
| 3M | -0.5% | -16.4% | +15.9% | +2.1% |
| 6M | -4.2% | -2.6% | -1.5% | -4.8% |
| YTD | +3.4% | +11.1% | -7.7% | -0.1% |
| 1Y | +0.4% | +11.8% | -11.3% | -3.3% |
| 3Y | +38.2% | +209.9% | -171.7% | +5.2% |
| 5Y | +35.4% | +80.9% | -45.5% | +7.7% |
| 10Y | +131.7% | +1,134.2% | -1,002.5% | +6.6% |
| All | +935.3% | +12,035.6% | -11,100.3% | +141.4% |
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 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