+33,565.4%
TQQQ vs CMG
+1,715.6%
+31,849.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.5% | -3.5% |
| 7D | -3.9% | -3.8% | -0.1% | -1.0% |
| 30D | -5.3% | +12.9% | -18.2% | -14.6% |
| 3M | +0.1% | +18.8% | -18.6% | -16.6% |
| 6M | +40.7% | +4.1% | +36.6% | +28.0% |
| YTD | +31.8% | -2.4% | +34.1% | +25.4% |
| 1Y | +48.2% | -6.7% | +54.9% | +41.3% |
| 3Y | +253.6% | -7.1% | +260.7% | +234.5% |
| 5Y | +99.6% | -5.0% | +104.6% | +103.5% |
| 10Y | +2,951.5% | +323.5% | +2,628.0% | +1,117.6% |
| All | +33,565.4% | +1,715.6% | +31,849.8% | +3,762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling