-94.8%
SQQQ vs CMG
-4.8%
-90.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.4% |
| 7D | +1.8% | -2.1% | +3.9% | -0.2% |
| 30D | +4.2% | +10.9% | -6.8% | +14.9% |
| 3M | -3.3% | +15.8% | -19.1% | +12.3% |
| 6M | -43.6% | +6.9% | -50.6% | -39.7% |
| YTD | -41.9% | -2.2% | -39.7% | -43.0% |
| 1Y | -50.6% | -7.1% | -43.5% | -54.1% |
| 3Y | -89.3% | -7.1% | -82.2% | -86.4% |
| All | -94.8% | -4.8% | -90.0% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling