+22.8%
CQQQ vs SPY
+322.5%
-299.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | -3.9% | -0.8% | -3.2% | -3.2% |
| 30D | -10.7% | -1.1% | -9.7% | -9.9% |
| 3M | -10.8% | +3.9% | -14.7% | -13.7% |
| 6M | -7.8% | +13.6% | -21.4% | -17.5% |
| YTD | -10.9% | +12.7% | -23.6% | -19.5% |
| 1Y | -13.4% | +17.5% | -30.9% | -24.5% |
| 3Y | +22.6% | +76.9% | -54.3% | -26.6% |
| 5Y | -33.3% | +83.6% | -116.9% | -61.4% |
| All | +22.8% | +322.5% | -299.6% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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