-62.8%
SQQQ vs CAI
-9.9%
-52.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.4% |
| 7D | +1.8% | -2.9% | +4.7% | +1.3% |
| 30D | +4.2% | +9.3% | -5.2% | +5.9% |
| 3M | -3.3% | +35.2% | -38.5% | +2.5% |
| 6M | -43.6% | +30.7% | -74.4% | -39.2% |
| YTD | -41.9% | -9.8% | -32.1% | -40.1% |
| 1Y | -50.6% | -28.9% | -21.8% | -49.9% |
| All | -62.8% | -9.9% | -52.9% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling