-96.0%
SQQQ vs CRBG
+117.3%
-213.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -1.3% |
| 7D | +1.8% | +0.6% | +1.2% | +2.3% |
| 30D | +4.2% | +2.6% | +1.5% | +6.9% |
| 3M | -3.3% | +24.0% | -27.3% | +18.4% |
| 6M | -43.6% | +50.5% | -94.2% | -15.0% |
| YTD | -41.9% | +17.1% | -59.0% | -29.6% |
| 1Y | -50.6% | +5.9% | -56.5% | -45.2% |
| 3Y | -89.3% | +122.7% | -212.0% | -69.6% |
| All | -96.0% | +117.3% | -213.3% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling