+2,545.7%
TQQQ vs CVE
+147.6%
+2,398.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.6% |
| 7D | +18.6% | +4.6% | +14.0% | +16.5% |
| 30D | -24.0% | -12.0% | -12.0% | -20.1% |
| 3M | -19.6% | -3.8% | -15.8% | -19.1% |
| 6M | -19.8% | -2.7% | -17.0% | -20.8% |
| YTD | +14.3% | +73.6% | -59.3% | -14.2% |
| 1Y | +8.2% | +62.0% | -53.9% | -16.6% |
| 3Y | +203.4% | +72.7% | +130.7% | +125.0% |
| 5Y | +52.2% | +153.9% | -101.7% | -7.2% |
| All | +2,545.7% | +147.6% | +2,398.1% | +1,058.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling