-36.0%
SQQQ vs CAH
+38.5%
-74.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.6% | -6.3% | -3.6% |
| 7D | +14.6% | +7.0% | +7.5% | +12.7% |
| 30D | +28.9% | +12.4% | +16.5% | +25.5% |
| 3M | +13.1% | +12.2% | +1.0% | +10.1% |
| 6M | -15.2% | +33.2% | -48.4% | -18.1% |
| YTD | -37.0% | +28.4% | -65.3% | -40.9% |
| 1Y | -36.0% | +35.0% | -71.0% | -39.9% |
| All | -36.0% | +38.5% | -74.5% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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