+242.0%
TQQQ vs CIFR
+434.9%
-192.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.7% | +2.4% | -2.0% |
| 7D | -3.9% | -8.2% | +4.3% | -2.1% |
| 30D | -5.3% | -7.4% | +2.1% | -4.5% |
| 3M | +0.1% | -24.2% | +24.3% | +3.1% |
| 6M | +40.7% | +14.2% | +26.5% | +30.8% |
| YTD | +31.8% | +8.0% | +23.8% | +21.7% |
| 1Y | +48.2% | +55.5% | -7.3% | +21.4% |
| All | +242.0% | +434.9% | -192.9% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling