+1,381.6%
TQQQ vs CARR
+421.5%
+960.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.1% | +1.4% |
| 7D | -1.9% | -3.8% | +1.8% | +1.1% |
| 30D | -4.9% | -8.9% | +4.1% | +2.5% |
| 3M | -6.4% | -17.3% | +10.9% | +8.9% |
| 6M | +44.4% | -1.4% | +45.8% | +44.2% |
| YTD | +35.2% | +10.0% | +25.2% | +22.4% |
| 1Y | +49.5% | -6.4% | +55.9% | +53.9% |
| 3Y | +250.7% | +1.5% | +249.2% | +246.7% |
| 5Y | +104.7% | +9.3% | +95.4% | +83.7% |
| All | +1,381.6% | +421.5% | +960.1% | +988.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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