-100.0%
SQQQ vs CSGP
+72.5%
-172.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +2.3% | -12.6% | -8.2% |
| 7D | -1.7% | -1.8% | +0.1% | -3.0% |
| 30D | +29.9% | +5.3% | +24.6% | +34.5% |
| 3M | +16.0% | +3.3% | +12.7% | +17.7% |
| 6M | +3.6% | -4.7% | +8.2% | -7.8% |
| YTD | -35.1% | -53.5% | +18.4% | -74.7% |
| 1Y | -37.0% | -53.7% | +16.8% | -75.5% |
| 3Y | -88.7% | -59.7% | -28.9% | -95.6% |
| 5Y | -93.1% | -62.5% | -30.6% | -96.2% |
| 10Y | -100.0% | +67.3% | -167.2% | -99.8% |
| All | -100.0% | +72.5% | -172.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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