+27,465.3%
TQQQ vs CSGP
+687.2%
+26,778.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | +1.1% |
| 7D | -6.6% | -3.2% | -3.4% | -3.6% |
| 30D | -30.4% | +2.2% | -32.6% | -36.7% |
| 3M | -23.2% | -3.7% | -19.6% | -28.5% |
| 6M | -25.5% | -7.4% | -18.1% | -33.9% |
| YTD | +7.9% | -54.9% | +62.8% | +92.5% |
| 1Y | +1.1% | -54.9% | +56.0% | +78.7% |
| 3Y | +186.6% | -61.9% | +248.5% | +472.5% |
| 5Y | +49.5% | -63.1% | +112.6% | +236.3% |
| 10Y | +2,312.6% | +65.1% | +2,247.5% | +1,133.1% |
| All | +27,465.3% | +687.2% | +26,778.2% | +1,616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling