+46.7%
TQQQ vs CMS
+36.3%
+10.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.3% | -4.1% |
| 7D | +10.4% | +1.7% | +8.7% | +9.9% |
| 30D | -22.2% | +6.2% | -28.4% | -23.5% |
| 3M | -25.1% | +0.6% | -25.7% | -25.3% |
| 6M | -25.0% | -1.8% | -23.2% | -25.5% |
| YTD | +10.1% | +3.8% | +6.2% | +6.1% |
| 1Y | +11.0% | -1.8% | +12.8% | +9.7% |
| 3Y | +195.0% | +39.8% | +155.1% | +119.5% |
| All | +46.7% | +36.3% | +10.3% | +19.4% |
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