-100.0%
SQQQ vs CFG
+216.2%
-316.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +4.2% |
| 7D | -11.0% | +3.2% | -14.2% | -8.4% |
| 30D | +17.9% | +5.1% | +12.8% | +23.7% |
| 3M | +19.5% | -11.2% | +30.7% | +9.9% |
| 6M | +4.2% | +9.6% | -5.4% | +14.3% |
| YTD | -35.6% | +15.0% | -50.6% | -24.9% |
| 1Y | -37.7% | +29.9% | -67.5% | -19.5% |
| 3Y | -88.0% | +192.1% | -280.1% | -65.1% |
| 5Y | -93.1% | +62.3% | -155.4% | -83.7% |
| All | -100.0% | +216.2% | -316.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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