-100.0%
SQQQ vs CI
+144.3%
-244.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.0% | +2.3% | +3.9% |
| 7D | +4.1% | -1.3% | +5.4% | +3.1% |
| 30D | +4.6% | +3.1% | +1.5% | +6.8% |
| 3M | -10.4% | -4.5% | -5.9% | -13.9% |
| 6M | -42.1% | +8.3% | -50.4% | -39.0% |
| YTD | -40.3% | +3.8% | -44.1% | -38.8% |
| 1Y | -50.2% | -5.0% | -45.2% | -51.9% |
| 3Y | -89.4% | +5.8% | -95.2% | -88.5% |
| 5Y | -94.7% | +50.6% | -145.3% | -90.7% |
| All | -100.0% | +144.3% | -244.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling