-36.0%
SQQQ vs CMS
+1.4%
-37.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -4.1% |
| 7D | +14.6% | +4.1% | +10.5% | +10.5% |
| 30D | +28.9% | +10.9% | +18.0% | +18.9% |
| 3M | +13.1% | -0.2% | +13.4% | +13.2% |
| 6M | -15.2% | -4.7% | -10.5% | -12.2% |
| YTD | -37.0% | +3.9% | -40.9% | -36.1% |
| 1Y | -36.0% | +0.4% | -36.3% | -36.0% |
| All | -36.0% | +1.4% | -37.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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