-10.2%
TQQQ vs CMI
+6.1%
-16.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -4.9% | -14.0% | -14.3% |
| 7D | -27.1% | -13.4% | -13.7% | -16.3% |
| 30D | -40.1% | -16.2% | -23.9% | -29.1% |
| 3M | -30.6% | -30.8% | +0.2% | -2.3% |
| 6M | -24.8% | -33.1% | +8.3% | +9.4% |
| YTD | -3.7% | -11.2% | +7.5% | +8.2% |
| 1Y | -10.2% | +3.6% | -13.8% | -8.7% |
| All | -10.2% | +6.1% | -16.3% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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