-100.0%
SQQQ vs CMS
+120.6%
-220.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +2.7% |
| 7D | +4.1% | -1.3% | +5.4% | +3.1% |
| 30D | +4.6% | -2.8% | +7.4% | +2.5% |
| 3M | -10.4% | -7.1% | -3.3% | -15.8% |
| 6M | -42.1% | -10.0% | -32.1% | -47.2% |
| YTD | -40.3% | -0.9% | -39.4% | -41.2% |
| 1Y | -50.2% | -2.0% | -48.2% | -51.4% |
| 3Y | -89.4% | +33.0% | -122.4% | -86.3% |
| 5Y | -94.7% | +24.3% | -118.9% | -93.0% |
| All | -100.0% | +120.6% | -220.6% | -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