-50.6%
SQQQ vs CRBG
+7.7%
-58.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -1.8% |
| 7D | +1.8% | +0.6% | +1.2% | +2.1% |
| 30D | +4.2% | +2.6% | +1.5% | +5.9% |
| 3M | -3.3% | +24.0% | -27.3% | +9.9% |
| 6M | -43.6% | +50.5% | -94.2% | -26.4% |
| YTD | -41.9% | +17.1% | -59.0% | -32.5% |
| 1Y | -50.6% | +5.9% | -56.5% | -42.8% |
| All | -50.6% | +7.7% | -58.4% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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