+99.6%
TQQQ vs CLS
+3,558.3%
-3,458.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -1.7% |
| 7D | -3.9% | +5.0% | -8.9% | -7.0% |
| 30D | -5.3% | +4.8% | -10.1% | -9.3% |
| 3M | +0.1% | -10.4% | +10.5% | +4.1% |
| 6M | +40.7% | +20.8% | +19.8% | +14.7% |
| YTD | +31.8% | +10.0% | +21.8% | +10.5% |
| 1Y | +48.2% | +28.5% | +19.7% | +5.4% |
| 3Y | +253.6% | +1,292.2% | -1,038.6% | -73.8% |
| 5Y | +99.6% | +3,616.8% | -3,517.2% | -93.7% |
| All | +99.6% | +3,558.3% | -3,458.7% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling