-94.8%
SQQQ vs COR
+180.1%
-274.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | +1.8% | -2.8% | +4.6% | +1.3% |
| 30D | +4.2% | +2.6% | +1.6% | +4.7% |
| 3M | -3.3% | +14.5% | -17.7% | -0.4% |
| 6M | -43.6% | -7.8% | -35.8% | -46.6% |
| YTD | -41.9% | -4.2% | -37.7% | -43.8% |
| 1Y | -50.6% | +7.0% | -57.6% | -49.6% |
| 3Y | -89.3% | +85.5% | -174.8% | -82.8% |
| All | -94.8% | +180.1% | -274.9% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling