-53.5%
SQQQ vs CMG
-11.4%
-42.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.7% |
| 7D | -0.9% | -2.8% | +1.9% | -1.4% |
| 30D | -0.3% | +7.1% | -7.4% | +1.0% |
| 3M | +2.7% | +31.2% | -28.4% | +11.2% |
| 6M | -43.8% | +0.7% | -44.5% | -43.6% |
| YTD | -42.9% | -0.1% | -42.8% | -42.7% |
| 1Y | -53.5% | -10.7% | -42.8% | -54.5% |
| All | -53.5% | -11.4% | -42.1% | -54.5% |
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