+95.0%
TQQQ vs CAI
-9.9%
+104.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.4% |
| 7D | -1.9% | -2.9% | +1.0% | -1.5% |
| 30D | -4.9% | +9.3% | -14.2% | -6.4% |
| 3M | -6.4% | +35.2% | -41.6% | -11.6% |
| 6M | +44.4% | +30.7% | +13.7% | +35.2% |
| YTD | +35.2% | -9.8% | +45.0% | +33.1% |
| 1Y | +49.5% | -28.9% | +78.4% | +49.6% |
| All | +95.0% | -9.9% | +104.9% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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