-100.0%
SQQQ vs CAH
+978.2%
-1,078.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +4.9% | +1.8% |
| 7D | +4.1% | -5.1% | +9.1% | -0.5% |
| 30D | +4.6% | -1.8% | +6.4% | +3.0% |
| 3M | -10.4% | +9.4% | -19.8% | -3.4% |
| 6M | -42.1% | +9.2% | -51.4% | -38.0% |
| YTD | -40.3% | +15.7% | -56.0% | -32.4% |
| 1Y | -50.2% | +59.7% | -109.9% | -23.6% |
| 3Y | -89.4% | +178.5% | -267.9% | -70.2% |
| 5Y | -94.7% | +398.3% | -492.9% | -69.4% |
| 10Y | -100.0% | +295.7% | -395.6% | -99.8% |
| All | -100.0% | +978.2% | -1,078.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling