+269.8%
TQQQ vs CSGP
-63.1%
+332.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.4% |
| 7D | +0.7% | -4.1% | +4.8% | +2.3% |
| 30D | -0.6% | +2.3% | -3.0% | -2.1% |
| 3M | -14.9% | -8.2% | -6.7% | -13.4% |
| 6M | +44.6% | -35.1% | +79.6% | +78.7% |
| YTD | +37.8% | -54.0% | +91.8% | +110.4% |
| 1Y | +59.2% | -65.3% | +124.5% | +201.5% |
| All | +269.8% | -63.1% | +332.9% | +525.3% |
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