+45.6%
TQQQ vs CSGP
-62.4%
+108.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +2.3% | +7.9% | +8.7% |
| 7D | -3.2% | -1.8% | -1.3% | -1.9% |
| 30D | -29.2% | +5.3% | -34.5% | -34.9% |
| 3M | -22.5% | +3.3% | -25.8% | -29.7% |
| 6M | -24.2% | -4.7% | -19.5% | -30.9% |
| YTD | +9.9% | -53.5% | +63.4% | +89.7% |
| 1Y | +9.7% | -53.7% | +63.4% | +88.5% |
| 3Y | +211.3% | -59.7% | +271.0% | +468.5% |
| 5Y | +45.6% | -62.5% | +108.0% | +231.8% |
| All | +45.6% | -62.4% | +108.0% | +231.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling