-100.0%
SQQQ vs CAH
+294.8%
-394.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -3.0% |
| 7D | +1.8% | -5.1% | +6.9% | -1.7% |
| 30D | +4.2% | +0.2% | +4.0% | +4.3% |
| 3M | -3.3% | +6.3% | -9.6% | +0.4% |
| 6M | -43.6% | +9.4% | -53.0% | -40.4% |
| YTD | -41.9% | +15.0% | -56.8% | -36.1% |
| 1Y | -50.6% | +55.4% | -106.1% | -32.1% |
| 3Y | -89.3% | +173.8% | -263.1% | -75.8% |
| 5Y | -94.8% | +395.2% | -490.0% | -78.9% |
| All | -100.0% | +294.8% | -394.8% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling