-50.6%
SQQQ vs COR
+9.0%
-59.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +1.8% | -2.8% | +4.6% | +2.7% |
| 30D | +4.2% | +2.6% | +1.6% | +3.3% |
| 3M | -3.3% | +14.5% | -17.7% | -6.1% |
| 6M | -43.6% | -7.8% | -35.8% | -45.8% |
| YTD | -41.9% | -4.2% | -37.7% | -45.5% |
| 1Y | -50.6% | +7.0% | -57.6% | -55.7% |
| All | -50.6% | +9.0% | -59.6% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling