+3,971.6%
TQQQ vs CFG
+390.8%
+3,580.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.6% |
| 7D | +4.4% | +2.7% | +1.7% | +2.1% |
| 30D | -3.1% | -3.7% | +0.6% | -0.1% |
| 3M | -5.2% | +9.5% | -14.6% | -12.4% |
| 6M | +52.4% | +22.2% | +30.1% | +28.5% |
| YTD | +37.4% | +22.3% | +15.1% | +15.3% |
| 1Y | +56.0% | +39.4% | +16.5% | +17.1% |
| 3Y | +268.7% | +188.5% | +80.2% | +53.7% |
| 5Y | +101.2% | +101.5% | -0.3% | +16.5% |
| 10Y | +2,840.4% | +308.6% | +2,531.8% | +702.4% |
| All | +3,971.6% | +390.8% | +3,580.8% | +851.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling