-100.0%
SQQQ vs CAG
+48.9%
-148.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +1.8% |
| 7D | +4.1% | -5.9% | +10.0% | +0.8% |
| 30D | +4.6% | -1.5% | +6.2% | +3.8% |
| 3M | -10.4% | +11.5% | -21.9% | -5.2% |
| 6M | -42.1% | -15.7% | -26.4% | -48.3% |
| YTD | -40.3% | -10.2% | -30.1% | -44.7% |
| 1Y | -50.2% | -18.1% | -32.1% | -56.7% |
| 3Y | -89.4% | -39.4% | -50.0% | -92.4% |
| 5Y | -94.7% | -42.6% | -52.1% | -96.2% |
| 10Y | -100.0% | -35.6% | -64.4% | -100.0% |
| All | -100.0% | +48.9% | -148.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling