-100.0%
SQQQ vs CMG
+327.5%
-427.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.4% |
| 7D | +1.8% | -2.1% | +3.9% | +0.1% |
| 30D | +4.2% | +10.9% | -6.8% | +13.7% |
| 3M | -3.3% | +15.8% | -19.1% | +10.1% |
| 6M | -43.6% | +6.9% | -50.6% | -39.8% |
| YTD | -41.9% | -2.2% | -39.7% | -42.1% |
| 1Y | -50.6% | -7.1% | -43.5% | -52.4% |
| 3Y | -89.3% | -7.1% | -82.2% | -87.5% |
| 5Y | -94.8% | -4.8% | -90.0% | -90.8% |
| All | -100.0% | +327.5% | -427.5% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling