+34,426.4%
TQQQ vs CCI
+249.9%
+34,176.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +0.2% |
| 7D | -1.9% | -0.3% | -1.6% | -1.6% |
| 30D | -4.9% | +2.2% | -7.1% | -7.1% |
| 3M | -6.4% | -16.9% | +10.5% | +8.4% |
| 6M | +44.4% | -11.5% | +55.9% | +51.9% |
| YTD | +35.2% | -12.8% | +48.0% | +41.0% |
| 1Y | +49.5% | -17.1% | +66.6% | +62.9% |
| 3Y | +250.7% | -9.6% | +260.4% | +185.2% |
| 5Y | +104.7% | -48.9% | +153.6% | +267.6% |
| 10Y | +3,029.5% | +23.2% | +3,006.3% | +1,867.1% |
| All | +34,426.4% | +249.9% | +34,176.5% | +4,747.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling