-94.7%
SQQQ vs CMS
+23.1%
-117.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +0.6% |
| 7D | -2.7% | +0.2% | -2.9% | -2.6% |
| 30D | +2.4% | -1.3% | +3.7% | +2.1% |
| 3M | -8.0% | -5.4% | -2.6% | -9.4% |
| 6M | -43.9% | -10.3% | -33.6% | -46.1% |
| YTD | -42.2% | -0.2% | -42.0% | -41.9% |
| 1Y | -51.8% | -0.9% | -50.9% | -51.6% |
| 3Y | -89.7% | +34.0% | -123.7% | -87.3% |
| 5Y | -94.7% | +23.6% | -118.3% | -93.5% |
| All | -94.7% | +23.1% | -117.8% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling