-89.3%
SQQQ vs CMI
+150.2%
-239.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -1.2% |
| 7D | +1.8% | -0.7% | +2.5% | +1.1% |
| 30D | +4.2% | -12.4% | +16.5% | -9.7% |
| 3M | -3.3% | -14.8% | +11.5% | -16.1% |
| 6M | -43.6% | +0.8% | -44.4% | -37.5% |
| YTD | -41.9% | +10.2% | -52.1% | -26.3% |
| 1Y | -50.6% | +37.4% | -88.1% | -16.4% |
| 3Y | -89.3% | +153.3% | -242.6% | -58.9% |
| All | -89.3% | +150.2% | -239.5% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 3y: compounded portfolio wealth divided by compounded CMI 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…
3y analysis · Full analysis span regression · 6 months rolling