+209.1%
TQQQ vs CF
+66.4%
+142.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.1% | +6.9% |
| 7D | -2.9% | +10.4% | -13.2% | -2.0% |
| 30D | -24.1% | +7.6% | -31.6% | -23.4% |
| 3M | -17.1% | +5.2% | -22.3% | -16.6% |
| 6M | -21.1% | -0.1% | -21.1% | -20.6% |
| YTD | +15.3% | +61.7% | -46.4% | -1.5% |
| 1Y | +8.9% | +50.3% | -41.4% | -4.7% |
| All | +209.1% | +66.4% | +142.7% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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