+250.7%
TQQQ vs CAG
-39.7%
+290.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.4% |
| 7D | -1.9% | -5.7% | +3.8% | -3.4% |
| 30D | -4.9% | -2.4% | -2.4% | -5.4% |
| 3M | -6.4% | +9.8% | -16.2% | -3.5% |
| 6M | +44.4% | -10.8% | +55.2% | +44.4% |
| YTD | +35.2% | -10.8% | +46.0% | +35.2% |
| 1Y | +49.5% | -19.0% | +68.5% | +48.3% |
| 3Y | +250.7% | -39.7% | +290.4% | +243.0% |
| All | +250.7% | -39.7% | +290.4% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling