+13,114.2%
UPRO vs CNI
+706.6%
+12,407.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.8% |
| 7D | +1.5% | +2.5% | -1.0% | -2.2% |
| 30D | -3.7% | -2.5% | -1.2% | -0.2% |
| 3M | +8.0% | +2.7% | +5.3% | +1.7% |
| 6M | +38.7% | +16.9% | +21.7% | +5.4% |
| YTD | +29.5% | +26.3% | +3.2% | -14.3% |
| 1Y | +46.1% | +31.1% | +15.0% | -9.9% |
| 3Y | +229.1% | +21.1% | +208.0% | +125.5% |
| 5Y | +136.0% | +11.0% | +125.0% | +98.8% |
| 10Y | +1,155.3% | +128.1% | +1,027.1% | +302.1% |
| All | +13,114.2% | +706.6% | +12,407.5% | +596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling