+101.7%
TQQQ vs CSGP
-66.6%
+168.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +1.1% |
| 7D | +2.8% | -5.4% | +8.2% | +7.2% |
| 30D | -3.0% | -6.0% | +3.0% | +0.4% |
| 3M | -2.7% | -12.8% | +10.1% | +2.4% |
| 6M | +45.4% | -38.9% | +84.4% | +107.1% |
| YTD | +36.3% | -56.0% | +92.3% | +156.9% |
| 1Y | +53.4% | -66.4% | +119.8% | +281.2% |
| 3Y | +265.6% | -64.2% | +329.8% | +693.2% |
| 5Y | +101.7% | -67.0% | +168.7% | +283.9% |
| All | +101.7% | -66.6% | +168.3% | +283.9% |
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