-100.0%
SQQQ vs CSX
+502.6%
-602.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +5.0% |
| 7D | +4.1% | +0.1% | +4.0% | +4.2% |
| 30D | +4.6% | -1.5% | +6.1% | +2.8% |
| 3M | -10.4% | +6.0% | -16.4% | -3.6% |
| 6M | -42.1% | +20.6% | -62.7% | -25.9% |
| YTD | -40.3% | +36.5% | -76.9% | -10.2% |
| 1Y | -50.2% | +55.0% | -105.2% | -11.4% |
| 3Y | -89.4% | +70.8% | -160.2% | -75.1% |
| 5Y | -94.7% | +69.6% | -164.2% | -83.8% |
| All | -100.0% | +502.6% | -602.6% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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