-100.0%
SQQQ vs CAG
-36.2%
-63.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.8% |
| 7D | +1.8% | -5.7% | +7.5% | 0.0% |
| 30D | +4.2% | -2.4% | +6.6% | +3.4% |
| 3M | -3.3% | +9.8% | -13.1% | -0.4% |
| 6M | -43.6% | -10.8% | -32.8% | -46.4% |
| YTD | -41.9% | -10.8% | -31.1% | -44.6% |
| 1Y | -50.6% | -19.0% | -31.7% | -54.9% |
| 3Y | -89.3% | -39.7% | -49.6% | -91.3% |
| 5Y | -94.8% | -43.0% | -51.8% | -95.8% |
| All | -100.0% | -36.2% | -63.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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