+1,186.4%
UPRO vs CNI
+138.2%
+1,048.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.1% |
| 7D | -2.5% | -0.4% | -2.2% | -2.0% |
| 30D | -4.2% | -2.7% | -1.5% | -0.4% |
| 3M | +8.1% | +3.9% | +4.1% | +0.1% |
| 6M | +35.2% | +16.4% | +18.9% | +3.7% |
| YTD | +28.4% | +25.8% | +2.6% | -14.5% |
| 1Y | +39.3% | +32.4% | +6.9% | -15.5% |
| 3Y | +219.9% | +19.1% | +200.8% | +123.5% |
| 5Y | +142.8% | +13.6% | +129.3% | +95.3% |
| All | +1,186.4% | +138.2% | +1,048.2% | +308.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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