-89.0%
SQQQ vs COR
+84.5%
-173.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.5% |
| 7D | +4.1% | -4.8% | +8.9% | +5.5% |
| 30D | +4.6% | -3.7% | +8.3% | +5.6% |
| 3M | -10.4% | +14.3% | -24.8% | -12.9% |
| 6M | -42.1% | -8.5% | -33.6% | -42.3% |
| YTD | -40.3% | -4.4% | -35.9% | -41.5% |
| 1Y | -50.2% | +9.1% | -59.3% | -52.8% |
| All | -89.0% | +84.5% | -173.5% | -91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling