+35,000.4%
TQQQ vs CLS
+3,189.8%
+31,810.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.9% | -4.1% |
| 7D | +4.4% | +12.8% | -8.4% | -4.7% |
| 30D | -3.1% | +3.8% | -6.9% | -7.0% |
| 3M | -5.2% | -14.6% | +9.5% | +2.0% |
| 6M | +52.4% | +32.2% | +20.1% | +15.1% |
| YTD | +37.4% | +11.6% | +25.8% | +12.8% |
| 1Y | +56.0% | +35.1% | +20.9% | +5.7% |
| 3Y | +268.7% | +1,312.5% | -1,043.9% | -65.5% |
| 5Y | +101.2% | +3,542.1% | -3,440.8% | -90.7% |
| 10Y | +2,840.4% | +2,944.0% | -103.6% | +31.3% |
| All | +35,000.4% | +3,189.8% | +31,810.5% | +1,186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling