-92.1%
SQQQ vs CSGP
-63.4%
-28.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.7% | +0.9% | -6.9% |
| 7D | +14.0% | +1.3% | +12.8% | +15.1% |
| 30D | +48.7% | +10.7% | +38.0% | +59.2% |
| 3M | +25.0% | +3.3% | +21.7% | +27.5% |
| 6M | +7.8% | -10.3% | +18.1% | -6.8% |
| YTD | -27.7% | -54.6% | +26.9% | -68.3% |
| 1Y | -29.0% | -54.6% | +25.6% | -68.9% |
| 3Y | -87.4% | -60.3% | -27.1% | -94.3% |
| All | -92.1% | -63.4% | -28.7% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling