+2,876.9%
TQQQ vs CFG
+316.8%
+2,560.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +1.6% |
| 7D | -1.9% | -0.4% | -1.5% | -1.6% |
| 30D | -4.9% | -4.6% | -0.2% | -1.3% |
| 3M | -6.4% | +6.7% | -13.1% | -11.6% |
| 6M | +44.4% | +22.1% | +22.3% | +22.5% |
| YTD | +35.2% | +23.2% | +12.0% | +13.4% |
| 1Y | +49.5% | +40.3% | +9.2% | +12.7% |
| 3Y | +250.7% | +187.9% | +62.8% | +51.2% |
| 5Y | +104.7% | +102.0% | +2.7% | +21.1% |
| All | +2,876.9% | +316.8% | +2,560.1% | +1,068.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling