-22.1%
SQQQ vs CMG
+11.7%
-33.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | +0.6% | +18.7% | +19.2% |
| 7D | +31.0% | +13.2% | +17.8% | +31.7% |
| 30D | +55.7% | +14.6% | +41.1% | +56.4% |
| 3M | +31.2% | +2.6% | +28.6% | +30.4% |
| 6M | +5.1% | +9.6% | -4.5% | +6.4% |
| YTD | -24.9% | -4.3% | -20.5% | -26.6% |
| 1Y | -22.1% | +10.7% | -32.8% | -19.7% |
| All | -22.1% | +11.7% | -33.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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