-94.7%
SQQQ vs CBRE
+39.8%
-134.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +1.9% |
| 7D | +4.1% | -7.2% | +11.3% | -4.2% |
| 30D | +4.6% | -6.4% | +11.0% | -2.6% |
| 3M | -10.4% | +2.9% | -13.3% | -7.9% |
| 6M | -42.1% | +2.5% | -44.6% | -39.9% |
| YTD | -40.3% | -14.2% | -26.2% | -49.6% |
| 1Y | -50.2% | -15.1% | -35.0% | -58.4% |
| 3Y | -89.4% | +61.9% | -151.3% | -73.5% |
| 5Y | -94.7% | +42.4% | -137.0% | -82.4% |
| All | -94.7% | +39.8% | -134.4% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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