+19,709.4%
TQQQ vs CPAY
+1,532.9%
+18,176.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -1.9% | -2.0% | 0.0% | 0.0% |
| 30D | -4.9% | -0.4% | -4.5% | -4.8% |
| 3M | -6.4% | +16.4% | -22.8% | -22.1% |
| 6M | +44.4% | +23.5% | +20.9% | +11.3% |
| YTD | +35.2% | +35.7% | -0.5% | -9.3% |
| 1Y | +49.5% | +30.2% | +19.3% | +2.8% |
| 3Y | +250.7% | +49.7% | +201.0% | +111.3% |
| 5Y | +104.7% | +56.6% | +48.1% | +28.5% |
| 10Y | +3,029.5% | +153.8% | +2,875.8% | +1,231.5% |
| All | +19,709.4% | +1,532.9% | +18,176.6% | +1,871.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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