-100.0%
SQQQ vs CRS
+2,037.7%
-2,137.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +1.7% |
| 7D | +4.1% | -4.1% | +8.2% | +1.2% |
| 30D | +4.6% | -16.6% | +21.2% | -7.0% |
| 3M | -10.4% | -14.3% | +3.9% | -16.6% |
| 6M | -42.1% | +11.6% | -53.7% | -33.4% |
| YTD | -40.3% | +42.6% | -82.9% | -18.1% |
| 1Y | -50.2% | +81.8% | -132.0% | -17.1% |
| 3Y | -89.4% | +632.1% | -721.5% | -41.2% |
| 5Y | -94.7% | +1,401.6% | -1,496.3% | -35.0% |
| 10Y | -100.0% | +1,379.0% | -1,479.0% | -99.2% |
| All | -100.0% | +2,037.7% | -2,137.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling