+1,011.5%
TQQQ vs CTVA
+211.9%
+799.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.3% |
| 7D | +2.8% | -5.8% | +8.6% | +7.8% |
| 30D | -3.0% | +11.1% | -14.1% | -11.8% |
| 3M | -2.7% | +13.2% | -15.9% | -15.4% |
| 6M | +45.4% | +8.7% | +36.7% | +29.7% |
| YTD | +36.3% | +27.3% | +9.0% | +5.3% |
| 1Y | +53.4% | +18.0% | +35.4% | +24.7% |
| 3Y | +265.6% | +76.5% | +189.1% | +100.2% |
| 5Y | +101.7% | +105.1% | -3.4% | -4.0% |
| All | +1,011.5% | +211.9% | +799.7% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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