-53.5%
SQQQ vs CMS
-1.9%
-51.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.9% | +0.4% | -1.3% | -1.3% |
| 30D | -0.3% | -3.6% | +3.3% | +2.6% |
| 3M | +2.7% | -1.9% | +4.6% | +7.7% |
| 6M | -43.8% | -11.0% | -32.9% | -39.2% |
| YTD | -42.9% | +0.2% | -43.1% | -42.0% |
| 1Y | -53.5% | -1.3% | -52.2% | -53.0% |
| All | -53.5% | -1.9% | -51.7% | -53.0% |
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