-100.0%
SQQQ vs CGNX
+1,654.3%
-1,754.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | +1.1% |
| 7D | +1.8% | +3.2% | -1.4% | +4.8% |
| 30D | +4.2% | +6.0% | -1.8% | +10.6% |
| 3M | -3.3% | +3.5% | -6.8% | +5.5% |
| 6M | -43.6% | +26.3% | -69.9% | -22.6% |
| YTD | -41.9% | +79.2% | -121.1% | +10.6% |
| 1Y | -50.6% | +43.8% | -94.4% | -20.2% |
| 3Y | -89.3% | +52.0% | -141.2% | -76.2% |
| 5Y | -94.8% | -24.0% | -70.8% | -90.9% |
| 10Y | -100.0% | +189.1% | -289.1% | -99.6% |
| All | -100.0% | +1,654.3% | -1,754.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling