+97.5%
UPRO vs CNI
+8.1%
+89.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.6% |
| 7D | +7.4% | +2.5% | +4.9% | +4.3% |
| 30D | -7.9% | +6.1% | -14.0% | -14.5% |
| 3M | -12.0% | +0.1% | -12.1% | -12.4% |
| 6M | -2.0% | +14.9% | -16.9% | -20.0% |
| YTD | +20.4% | +30.9% | -10.5% | -20.4% |
| 1Y | +24.5% | +33.9% | -9.4% | -20.6% |
| 3Y | +224.4% | +20.2% | +204.2% | +133.8% |
| All | +97.5% | +8.1% | +89.4% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling