+268.7%
TQQQ vs CSGP
-63.8%
+332.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.4% |
| 7D | +4.4% | -5.1% | +9.5% | +6.4% |
| 30D | -3.1% | +0.3% | -3.4% | -3.8% |
| 3M | -5.2% | -9.1% | +4.0% | -3.2% |
| 6M | +52.4% | -37.3% | +89.7% | +91.7% |
| YTD | +37.4% | -54.9% | +92.3% | +111.2% |
| 1Y | +56.0% | -65.5% | +121.5% | +194.6% |
| 3Y | +268.7% | -63.3% | +331.9% | +527.8% |
| All | +268.7% | -63.8% | +332.5% | +527.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 3y: compounded portfolio wealth divided by compounded CSGP 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…
3y analysis · Full analysis span regression · 6 months rolling