-100.0%
SQQQ vs CSGP
+65.8%
-165.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.9% | +6.4% |
| 7D | -11.0% | +1.3% | -12.3% | -9.7% |
| 30D | +17.9% | +2.8% | +15.1% | +19.3% |
| 3M | +19.5% | -6.3% | +25.8% | +9.5% |
| 6M | +4.2% | -3.2% | +7.4% | -5.5% |
| YTD | -35.6% | -54.0% | +18.3% | -75.1% |
| 1Y | -37.7% | -54.8% | +17.1% | -76.4% |
| 3Y | -88.0% | -60.6% | -27.5% | -95.5% |
| 5Y | -93.1% | -62.6% | -30.5% | -96.2% |
| All | -100.0% | +65.8% | -165.8% | -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