+32.1%
TQQQ vs CVE
+133.9%
-101.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | -15.7% | -16.1% | +0.4% | -9.2% |
| 30D | -37.5% | -10.4% | -27.1% | -34.8% |
| 3M | -27.3% | -2.4% | -25.0% | -27.7% |
| 6M | -26.7% | -4.4% | -22.3% | -27.4% |
| YTD | -0.3% | +64.9% | -65.3% | -27.7% |
| 1Y | -1.5% | +66.0% | -67.5% | -29.2% |
| 3Y | +184.0% | +57.7% | +126.3% | +99.4% |
| All | +32.1% | +133.9% | -101.8% | -26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling