+29,083.4%
TQQQ vs CF
+824.2%
+28,259.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.6% |
| 7D | +18.6% | +5.4% | +13.3% | +15.6% |
| 30D | -24.0% | +6.5% | -30.6% | -27.5% |
| 3M | -19.6% | +4.6% | -24.2% | -23.6% |
| 6M | -19.8% | -3.3% | -16.5% | -22.3% |
| YTD | +14.3% | +63.9% | -49.6% | -23.2% |
| 1Y | +8.2% | +50.4% | -42.3% | -24.0% |
| 3Y | +203.4% | +68.2% | +135.2% | +90.8% |
| 5Y | +52.2% | +113.8% | -61.6% | -25.3% |
| 10Y | +2,456.4% | +479.3% | +1,977.1% | +535.6% |
| All | +29,083.4% | +824.2% | +28,259.2% | +3,685.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling