+2,876.9%
TQQQ vs CMI
+516.5%
+2,360.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +1.1% |
| 7D | -1.9% | -0.7% | -1.2% | -1.1% |
| 30D | -4.9% | -12.4% | +7.5% | +11.1% |
| 3M | -6.4% | -14.8% | +8.4% | +12.9% |
| 6M | +44.4% | +0.8% | +43.6% | +41.8% |
| YTD | +35.2% | +10.2% | +25.0% | +17.0% |
| 1Y | +49.5% | +37.4% | +12.1% | -2.7% |
| 3Y | +250.7% | +153.3% | +97.4% | +10.7% |
| 5Y | +104.7% | +167.6% | -62.9% | -36.5% |
| All | +2,876.9% | +516.5% | +2,360.4% | +304.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling