-100.0%
SQQQ vs CMS
+140.2%
-240.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.1% | +4.9% |
| 7D | -11.0% | +1.7% | -12.7% | -9.9% |
| 30D | +17.9% | +6.2% | +11.8% | +22.5% |
| 3M | +19.5% | +0.6% | +18.9% | +19.3% |
| 6M | +4.2% | -1.8% | +6.0% | +1.1% |
| YTD | -35.6% | +3.8% | -39.5% | -34.7% |
| 1Y | -37.7% | -1.8% | -35.9% | -39.7% |
| 3Y | -88.0% | +39.8% | -127.9% | -84.1% |
| 5Y | -93.1% | +37.1% | -130.2% | -90.1% |
| All | -100.0% | +140.2% | -240.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling