+195.0%
TQQQ vs CFG
+191.5%
+3.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.2% |
| 7D | +10.4% | +3.2% | +7.2% | +7.6% |
| 30D | -22.2% | +5.1% | -27.3% | -25.0% |
| 3M | -25.1% | -11.2% | -13.9% | -16.7% |
| 6M | -25.0% | +9.6% | -34.6% | -31.3% |
| YTD | +10.1% | +15.0% | -4.9% | -4.2% |
| 1Y | +11.0% | +29.9% | -18.8% | -13.7% |
| 3Y | +195.0% | +192.1% | +2.9% | +46.7% |
| All | +195.0% | +191.5% | +3.5% | +46.7% |
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