+99.6%
TQQQ vs CTSH
-17.2%
+116.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.5% |
| 7D | -3.9% | -9.8% | +5.9% | +5.9% |
| 30D | -5.3% | +0.1% | -5.4% | -6.3% |
| 3M | +0.1% | +13.2% | -13.1% | -19.2% |
| 6M | +40.7% | -6.2% | +46.9% | +39.4% |
| YTD | +31.8% | -28.5% | +60.3% | +84.2% |
| 1Y | +48.2% | -13.8% | +62.0% | +51.2% |
| 3Y | +253.6% | -13.7% | +267.3% | +264.2% |
| 5Y | +99.6% | -16.7% | +116.3% | +161.8% |
| All | +99.6% | -17.2% | +116.8% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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