-100.0%
SQQQ vs CMS
+708.5%
-808.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -0.6% |
| 30D | -0.3% | -3.6% | +3.3% | -3.5% |
| 3M | +2.7% | -1.9% | +4.6% | -0.5% |
| 6M | -43.8% | -11.0% | -32.9% | -50.5% |
| YTD | -42.9% | +0.2% | -43.1% | -43.6% |
| 1Y | -53.5% | -1.3% | -52.2% | -54.9% |
| 3Y | -89.4% | +35.9% | -125.4% | -85.6% |
| 5Y | -94.7% | +23.1% | -117.8% | -92.9% |
| 10Y | -100.0% | +117.9% | -217.9% | -99.9% |
| All | -100.0% | +708.5% | -808.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling