+125.7%
TQQQ vs CEG
+681.8%
-556.1%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -1.7% |
| 7D | -3.9% | +0.3% | -4.2% | -4.2% |
| 30D | -5.3% | +2.9% | -8.2% | -7.1% |
| 3M | +0.1% | +18.2% | -18.1% | -9.6% |
| 6M | +40.7% | -9.5% | +50.2% | +45.8% |
| YTD | +31.8% | -18.7% | +50.5% | +43.9% |
| 1Y | +48.2% | -10.1% | +58.4% | +51.2% |
| 3Y | +253.6% | +168.3% | +85.3% | +48.5% |
| All | +125.7% | +681.8% | -556.1% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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