+101.7%
TQQQ vs CMS
+23.1%
+78.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | -3.0% | -1.3% | -1.8% | -2.7% |
| 3M | -2.7% | -5.4% | +2.7% | -2.0% |
| 6M | +45.4% | -10.3% | +55.8% | +49.0% |
| YTD | +36.3% | -0.2% | +36.5% | +33.1% |
| 1Y | +53.4% | -0.9% | +54.3% | +49.6% |
| 3Y | +265.6% | +34.0% | +231.6% | +180.2% |
| 5Y | +101.7% | +23.6% | +78.2% | +68.4% |
| All | +101.7% | +23.1% | +78.6% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 5y: compounded portfolio wealth divided by compounded CMS 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…
5y analysis · Full analysis span regression · 6 months rolling