+1,093.5%
TQQQ vs CLBK
+65.6%
+1,027.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.7% |
| 7D | -3.9% | -1.4% | -2.5% | -2.9% |
| 30D | -5.3% | +4.5% | -9.8% | -8.6% |
| 3M | +0.1% | +22.8% | -22.6% | -15.8% |
| 6M | +40.7% | +43.4% | -2.8% | +4.9% |
| YTD | +31.8% | +64.1% | -32.3% | -12.7% |
| 1Y | +48.2% | +67.6% | -19.3% | -4.6% |
| 3Y | +253.6% | +53.3% | +200.4% | +133.2% |
| 5Y | +99.6% | +44.8% | +54.8% | +20.6% |
| All | +1,093.5% | +65.6% | +1,027.9% | +656.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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