-94.7%
SQQQ vs CSX
+63.3%
-158.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | -0.8% |
| 7D | -2.7% | -0.6% | -2.1% | -3.4% |
| 30D | +2.4% | -3.2% | +5.6% | -1.7% |
| 3M | -8.0% | +2.6% | -10.6% | -4.3% |
| 6M | -43.9% | +19.8% | -63.8% | -26.7% |
| YTD | -42.2% | +34.7% | -76.9% | -10.2% |
| 1Y | -51.8% | +52.1% | -103.9% | -9.7% |
| 3Y | -89.7% | +68.4% | -158.2% | -72.1% |
| 5Y | -94.7% | +65.1% | -159.8% | -81.1% |
| All | -94.7% | +63.3% | -158.0% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling