-100.0%
SQQQ vs CG
+314.7%
-414.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -4.4% |
| 7D | +1.8% | -9.9% | +11.7% | -9.0% |
| 30D | +4.2% | -11.7% | +15.8% | -8.4% |
| 3M | -3.3% | -4.3% | +1.0% | -5.4% |
| 6M | -43.6% | -8.8% | -34.9% | -46.5% |
| YTD | -41.9% | -26.9% | -15.0% | -56.0% |
| 1Y | -50.6% | -35.4% | -15.2% | -66.9% |
| 3Y | -89.3% | +43.0% | -132.3% | -74.3% |
| 5Y | -94.8% | +1.9% | -96.7% | -85.4% |
| All | -100.0% | +314.7% | -414.7% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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