+59.2%
TQQQ vs CMG
-11.4%
+70.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +0.7% | -2.8% | +3.5% | +1.2% |
| 30D | -0.6% | +7.1% | -7.8% | -2.0% |
| 3M | -14.9% | +31.2% | -46.0% | -21.8% |
| 6M | +44.6% | +0.7% | +43.9% | +44.1% |
| YTD | +37.8% | -0.1% | +37.9% | +37.9% |
| 1Y | +59.2% | -10.7% | +69.9% | +64.0% |
| All | +59.2% | -11.4% | +70.6% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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