+35,000.4%
TQQQ vs CSCO
+619.3%
+34,381.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +4.4% | -0.5% | +4.9% | +5.1% |
| 30D | -3.1% | -10.1% | +7.0% | +10.8% |
| 3M | -5.2% | -11.7% | +6.6% | +11.7% |
| 6M | +52.4% | +40.1% | +12.3% | -12.4% |
| YTD | +37.4% | +43.8% | -6.4% | -25.7% |
| 1Y | +56.0% | +66.6% | -10.6% | -32.9% |
| 3Y | +268.7% | +108.5% | +160.2% | +20.2% |
| 5Y | +101.2% | +114.0% | -12.7% | -30.1% |
| 10Y | +2,840.4% | +366.8% | +2,473.6% | +380.4% |
| All | +35,000.4% | +619.3% | +34,381.0% | +3,901.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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