+12.9%
TQQQ vs CLS
-28.7%
+41.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.1% | +11.8% | +6.9% |
| 7D | -14.0% | -21.1% | +7.2% | -4.3% |
| 30D | -25.1% | -38.2% | +13.1% | -7.4% |
| 3M | -16.7% | -36.3% | +19.7% | +0.3% |
| 6M | -3.7% | -43.8% | +40.1% | +21.2% |
| YTD | +18.8% | -20.0% | +38.8% | +24.1% |
| 1Y | +12.9% | -29.6% | +42.5% | +23.3% |
| All | +12.9% | -28.7% | +41.6% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling