-89.0%
SQQQ vs CG
+44.6%
-133.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.6% | +1.1% |
| 7D | +4.1% | -9.8% | +13.9% | -5.1% |
| 30D | +4.6% | -10.3% | +14.9% | -4.6% |
| 3M | -10.4% | -1.7% | -8.8% | -9.4% |
| 6M | -42.1% | -9.8% | -32.3% | -44.8% |
| YTD | -40.3% | -25.6% | -14.7% | -51.7% |
| 1Y | -50.2% | -32.5% | -17.7% | -62.8% |
| All | -89.0% | +44.6% | -133.6% | -76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling