-100.0%
SQQQ vs CFG
+390.8%
-490.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | -0.6% |
| 7D | -4.2% | +2.7% | -6.8% | -2.0% |
| 30D | +2.4% | -3.7% | +6.1% | -0.5% |
| 3M | -5.7% | +9.5% | -15.1% | +2.4% |
| 6M | -46.6% | +22.2% | -68.8% | -35.7% |
| YTD | -42.7% | +22.3% | -65.0% | -30.2% |
| 1Y | -52.6% | +39.4% | -92.0% | -34.8% |
| 3Y | -89.8% | +188.5% | -278.3% | -69.6% |
| 5Y | -94.7% | +101.5% | -196.2% | -84.9% |
| 10Y | -100.0% | +308.6% | -408.6% | -99.7% |
| All | -100.0% | +390.8% | -490.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling