-22.1%
SQQQ vs CGNX
+19.2%
-41.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -10.5% | +29.7% | +14.2% |
| 7D | +31.0% | -19.5% | +50.4% | +20.0% |
| 30D | +55.7% | -28.4% | +84.1% | +37.1% |
| 3M | +31.2% | -32.7% | +64.0% | +13.6% |
| 6M | +5.1% | -19.0% | +24.1% | -0.3% |
| YTD | -24.9% | +32.6% | -57.4% | -13.9% |
| 1Y | -22.1% | +18.0% | -40.1% | -18.8% |
| All | -22.1% | +19.2% | -41.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling