-10.2%
TQQQ vs CRH
-17.3%
+7.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -3.4% | -15.5% | -16.8% |
| 7D | -27.1% | +5.3% | -32.5% | -29.3% |
| 30D | -40.1% | +14.2% | -54.3% | -45.1% |
| 3M | -30.6% | -4.2% | -26.4% | -28.2% |
| 6M | -24.8% | -14.5% | -10.3% | -15.7% |
| YTD | -3.7% | -22.7% | +19.0% | +12.6% |
| 1Y | -10.2% | -16.6% | +6.4% | -4.4% |
| All | -10.2% | -17.3% | +7.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling