+101.7%
TQQQ vs CSX
+63.3%
+38.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | +0.9% |
| 7D | +2.8% | -0.6% | +3.4% | +3.6% |
| 30D | -3.0% | -3.2% | +0.2% | +1.2% |
| 3M | -2.7% | +2.6% | -5.3% | -7.8% |
| 6M | +45.4% | +19.8% | +25.6% | +9.1% |
| YTD | +36.3% | +34.7% | +1.6% | -14.4% |
| 1Y | +53.4% | +52.1% | +1.3% | -20.7% |
| 3Y | +265.6% | +68.4% | +197.1% | +46.5% |
| 5Y | +101.7% | +65.1% | +36.6% | -6.0% |
| All | +101.7% | +63.3% | +38.4% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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