-100.0%
SQQQ vs COR
+1,640.7%
-1,740.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.5% |
| 7D | -2.7% | -3.9% | +1.2% | -5.9% |
| 30D | +2.4% | -0.3% | +2.7% | +1.8% |
| 3M | -8.0% | +15.9% | -23.9% | +2.5% |
| 6M | -43.9% | -10.3% | -33.7% | -51.0% |
| YTD | -42.2% | -3.7% | -38.5% | -45.7% |
| 1Y | -51.8% | +9.1% | -60.9% | -49.1% |
| 3Y | -89.7% | +86.6% | -176.3% | -81.4% |
| 5Y | -94.7% | +180.9% | -275.6% | -83.6% |
| 10Y | -100.0% | +407.4% | -507.4% | -99.7% |
| All | -100.0% | +1,640.7% | -1,740.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling