+2,876.9%
TQQQ vs CLS
+3,169.3%
-292.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.6% | -4.0% | -1.6% |
| 7D | -1.9% | +10.9% | -12.9% | -8.5% |
| 30D | -4.9% | +2.1% | -6.9% | -7.2% |
| 3M | -6.4% | -10.2% | +3.8% | -3.1% |
| 6M | +44.4% | +30.4% | +14.0% | +12.7% |
| YTD | +35.2% | +17.2% | +17.9% | +9.3% |
| 1Y | +49.5% | +41.0% | +8.5% | +1.7% |
| 3Y | +250.7% | +1,338.0% | -1,087.3% | -62.8% |
| 5Y | +104.7% | +3,860.6% | -3,755.9% | -89.2% |
| All | +2,876.9% | +3,169.3% | -292.4% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling