-51.8%
SQQQ vs CSGP
-66.3%
+14.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | -2.7% | -5.4% | +2.7% | -2.2% |
| 30D | +2.4% | -6.0% | +8.4% | +2.9% |
| 3M | -8.0% | -12.8% | +4.8% | -9.1% |
| 6M | -43.9% | -38.9% | -5.0% | -48.5% |
| YTD | -42.2% | -56.0% | +13.8% | -50.4% |
| 1Y | -51.8% | -66.4% | +14.7% | -60.4% |
| All | -51.8% | -66.3% | +14.6% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling