-89.3%
SQQQ vs CGNX
+49.8%
-139.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -0.1% |
| 7D | +1.8% | +3.2% | -1.4% | +3.8% |
| 30D | +4.2% | +6.0% | -1.8% | +8.6% |
| 3M | -3.3% | +3.5% | -6.8% | +2.9% |
| 6M | -43.6% | +26.3% | -69.9% | -30.6% |
| YTD | -41.9% | +79.2% | -121.1% | -9.4% |
| 1Y | -50.6% | +43.8% | -94.4% | -31.7% |
| 3Y | -89.3% | +52.0% | -141.2% | -79.5% |
| All | -89.3% | +49.8% | -139.1% | -79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling