+329.4%
TQQQ vs CIFR
+69.3%
+260.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.2% | +1.3% |
| 7D | -1.9% | -5.0% | +3.1% | -0.9% |
| 30D | -4.9% | -5.7% | +0.9% | -4.5% |
| 3M | -6.4% | -25.5% | +19.1% | -3.4% |
| 6M | +44.4% | +19.4% | +25.0% | +33.6% |
| YTD | +35.2% | +14.2% | +21.0% | +24.0% |
| 1Y | +49.5% | +69.0% | -19.5% | +21.7% |
| 3Y | +250.7% | +503.9% | -253.2% | +82.5% |
| 5Y | +104.7% | +27.7% | +77.0% | +5.7% |
| All | +329.4% | +69.3% | +260.0% | +98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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