-100.0%
SQQQ vs CSGP
+41.1%
-141.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | -1.5% |
| 7D | -4.2% | -5.1% | +1.0% | -9.0% |
| 30D | +2.4% | +0.3% | +2.1% | +2.9% |
| 3M | -5.7% | -9.1% | +3.5% | -17.9% |
| 6M | -46.6% | -37.3% | -9.3% | -69.7% |
| YTD | -42.7% | -54.9% | +12.2% | -77.8% |
| 1Y | -52.6% | -65.5% | +13.0% | -86.7% |
| 3Y | -89.8% | -63.3% | -26.6% | -96.3% |
| 5Y | -94.7% | -65.8% | -28.9% | -97.3% |
| 10Y | -100.0% | +40.1% | -140.1% | -99.8% |
| All | -100.0% | +41.1% | -141.1% | -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