+253.5%
TQQQ vs CFG
+182.2%
+71.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | 0.0% | -0.1% |
| 7D | +2.8% | -0.6% | +3.4% | +3.3% |
| 30D | -3.0% | -4.5% | +1.5% | +0.8% |
| 3M | -2.7% | +6.3% | -9.0% | -8.2% |
| 6M | +45.4% | +20.6% | +24.8% | +22.6% |
| YTD | +36.3% | +21.2% | +15.0% | +13.7% |
| 1Y | +53.4% | +38.2% | +15.2% | +13.4% |
| All | +253.5% | +182.2% | +71.3% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling