-100.0%
SQQQ vs CG
+323.7%
-423.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | -3.1% |
| 7D | -2.7% | -6.4% | +3.7% | -8.8% |
| 30D | +2.4% | -7.1% | +9.5% | -4.2% |
| 3M | -8.0% | -1.6% | -6.4% | -7.0% |
| 6M | -43.9% | -8.3% | -35.6% | -46.1% |
| YTD | -42.2% | -23.8% | -18.4% | -52.9% |
| 1Y | -51.8% | -28.7% | -23.1% | -62.6% |
| 3Y | -89.7% | +49.2% | -138.9% | -76.3% |
| 5Y | -94.7% | +5.5% | -100.2% | -85.7% |
| 10Y | -100.0% | +331.2% | -431.2% | -99.5% |
| All | -100.0% | +323.7% | -423.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling