+270.9%
TQQQ vs CVE
+71.6%
+199.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | +0.7% | +2.5% | -1.8% | -0.4% |
| 30D | -0.6% | +16.7% | -17.4% | -7.4% |
| 3M | -14.9% | +9.3% | -24.2% | -18.7% |
| 6M | +44.6% | +43.6% | +1.0% | +15.8% |
| YTD | +37.8% | +93.6% | -55.8% | -9.2% |
| 1Y | +59.2% | +98.8% | -39.6% | +1.8% |
| All | +270.9% | +71.6% | +199.2% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling