+35,102.5%
TQQQ vs CMS
+708.5%
+34,394.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +0.7% | +0.4% | +0.4% | +0.4% |
| 30D | -0.6% | -3.6% | +3.0% | +2.7% |
| 3M | -14.9% | -1.9% | -13.0% | -15.6% |
| 6M | +44.6% | -11.0% | +55.5% | +55.8% |
| YTD | +37.8% | +0.2% | +37.6% | +31.5% |
| 1Y | +59.2% | -1.3% | +60.5% | +52.5% |
| 3Y | +254.1% | +35.9% | +218.2% | +122.8% |
| 5Y | +100.6% | +23.1% | +77.5% | +38.6% |
| 10Y | +2,857.5% | +117.9% | +2,739.6% | +951.9% |
| All | +35,102.5% | +708.5% | +34,394.0% | +1,199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling