-100.0%
SQQQ vs COR
+406.5%
-506.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | +1.8% | -2.8% | +4.6% | 0.0% |
| 30D | +4.2% | +2.6% | +1.6% | +5.7% |
| 3M | -3.3% | +14.5% | -17.7% | +4.5% |
| 6M | -43.6% | -7.8% | -35.8% | -48.2% |
| YTD | -41.9% | -4.2% | -37.7% | -44.6% |
| 1Y | -50.6% | +7.0% | -57.6% | -48.8% |
| 3Y | -89.3% | +85.5% | -174.8% | -82.3% |
| 5Y | -94.8% | +181.2% | -276.0% | -86.4% |
| All | -100.0% | +406.5% | -506.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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