+105.2%
TQQQ vs CCI
-49.3%
+154.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.4% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -4.9% | +2.2% | -7.1% | -5.9% |
| 3M | -6.4% | -16.9% | +10.5% | +1.8% |
| 6M | +44.4% | -11.5% | +55.9% | +49.1% |
| YTD | +35.2% | -12.8% | +48.0% | +39.3% |
| 1Y | +49.5% | -17.1% | +66.6% | +58.6% |
| 3Y | +250.7% | -9.6% | +260.4% | +192.0% |
| All | +105.2% | -49.3% | +154.5% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 5y: compounded portfolio wealth divided by compounded CCI 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…
5y analysis · Full analysis span regression · 6 months rolling