Your first sentence is ok, but "cheered for my progress" is a little awkward. If you use it, don't add "for myself". See below for why.
I might say, "as I progressed, my friends cheered for me as much as I did for myself, you could leave out "for myself" here, but I like the parallel structure of "for me" followed by "for myself."
Why myself in this case? Here, both you and your friends are cheering for you. In your sentence, your friends are not directly cheering you, but are cheering "your progress". A small difference, but important to make the sentence sound right.