+3,054.7%
TQQQ vs CVE
+167.0%
+2,887.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.2% |
| 7D | +2.8% | +2.0% | +0.8% | +1.9% |
| 30D | -3.0% | +13.2% | -16.2% | -8.2% |
| 3M | -2.7% | +21.7% | -24.4% | -11.8% |
| 6M | +45.4% | +48.4% | -2.9% | +19.2% |
| YTD | +36.3% | +100.1% | -63.9% | -2.8% |
| 1Y | +53.4% | +107.8% | -54.4% | +7.0% |
| 3Y | +265.6% | +76.9% | +188.7% | +169.0% |
| 5Y | +101.7% | +346.2% | -244.5% | -2.1% |
| 10Y | +3,054.7% | +173.5% | +2,881.2% | +1,233.0% |
| All | +3,054.7% | +167.0% | +2,887.7% | +1,233.0% |
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