Preheat oven to 400 degrees F. In a large bowl, combine the butternut squash, olive oil, 1 tsp cinnamon, 1/2 tsp salt, and 1/2 tsp cumin. Mix together, coating the squash well. Spread out on a rimmed baking sheet.
Next, in the same bowl that the butternut squash was in, toss the apple slices, onion, and carrots to coat with the remnants. Place on a second rimmed baking sheet and add both baking sheets to the oven. Roast for 35-40 minutes until soft, stirring once.
Heat up ghee over medium heat in a large pot on the stove. Add the roasted ingredients and then the chicken broth. Add 1 teaspoon each of salt, cinnamon and chili powder. Bring to a boil, then reduce heat to low and simmer, covered, for 20 minutes.
Using an immersion blender, combine the ingredients until smooth, or transfer to a blender to puree. Serve warm.