+100.1%
TQQQ vs CIFR
+19.1%
+80.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.7% | +2.4% | -2.0% |
| 7D | -3.9% | -8.2% | +4.3% | -2.2% |
| 30D | -5.3% | -7.4% | +2.1% | -4.6% |
| 3M | +0.1% | -24.2% | +24.3% | +3.0% |
| 6M | +40.7% | +14.2% | +26.5% | +31.4% |
| YTD | +31.8% | +8.0% | +23.8% | +22.4% |
| 1Y | +48.2% | +55.5% | -7.3% | +22.9% |
| 3Y | +253.6% | +429.6% | -175.9% | +89.1% |
| All | +100.1% | +19.1% | +80.9% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling