-94.7%
SQQQ vs CFG
+96.1%
-190.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.6% |
| 7D | +4.1% | -1.7% | +5.8% | +2.4% |
| 30D | +4.6% | -4.6% | +9.2% | +0.3% |
| 3M | -10.4% | +7.9% | -18.3% | -2.9% |
| 6M | -42.1% | +19.9% | -62.0% | -29.6% |
| YTD | -40.3% | +21.7% | -62.0% | -25.4% |
| 1Y | -50.2% | +38.4% | -88.6% | -28.4% |
| 3Y | -89.4% | +187.0% | -276.4% | -62.2% |
| 5Y | -94.7% | +99.5% | -194.2% | -84.7% |
| All | -94.7% | +96.1% | -190.8% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling