+126.1%
CQQQ vs SPY
+828.1%
-702.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -7.3% | +0.1% | -7.4% | -7.4% |
| 3M | -10.4% | +2.0% | -12.4% | -12.0% |
| 6M | -2.6% | +13.0% | -15.7% | -13.3% |
| YTD | -7.3% | +13.5% | -20.8% | -17.6% |
| 1Y | -1.8% | +20.0% | -21.8% | -17.2% |
| 3Y | +22.0% | +77.2% | -55.2% | -30.7% |
| 5Y | -31.0% | +81.9% | -112.9% | -61.9% |
| 10Y | +29.3% | +314.1% | -284.7% | -70.8% |
| All | +126.1% | +828.1% | -702.0% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling