+29,356.3%
TQQQ vs CF
+811.8%
+28,544.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.1% | +6.5% |
| 7D | -2.9% | +10.4% | -13.2% | -8.2% |
| 30D | -24.1% | +7.6% | -31.6% | -28.0% |
| 3M | -17.1% | +5.2% | -22.3% | -21.5% |
| 6M | -21.1% | -0.1% | -21.1% | -25.1% |
| YTD | +15.3% | +61.7% | -46.4% | -21.9% |
| 1Y | +8.9% | +50.3% | -41.4% | -23.5% |
| 3Y | +206.3% | +66.0% | +140.3% | +93.9% |
| 5Y | +58.5% | +114.5% | -56.0% | -22.5% |
| 10Y | +2,480.3% | +471.5% | +2,008.8% | +545.8% |
| All | +29,356.3% | +811.8% | +28,544.6% | +3,746.9% |
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 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