-100.0%
SQQQ vs CRS
+1,392.1%
-1,492.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -3.3% |
| 7D | +1.8% | -6.8% | +8.6% | -2.5% |
| 30D | +4.2% | -16.1% | +20.3% | -6.3% |
| 3M | -3.3% | -21.2% | +17.9% | -14.6% |
| 6M | -43.6% | +8.7% | -52.3% | -36.8% |
| YTD | -41.9% | +41.0% | -82.9% | -22.6% |
| 1Y | -50.6% | +82.7% | -133.3% | -20.5% |
| 3Y | -89.3% | +604.8% | -694.1% | -49.3% |
| 5Y | -94.8% | +1,384.7% | -1,479.5% | -48.7% |
| All | -100.0% | +1,392.1% | -1,492.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling