-22.1%
SQQQ vs CARR
-5.4%
-16.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -4.4% | +23.6% | +16.0% |
| 7D | +31.0% | -4.2% | +35.2% | +27.8% |
| 30D | +55.7% | -4.7% | +60.4% | +51.5% |
| 3M | +31.2% | -18.3% | +49.6% | +16.2% |
| 6M | +5.1% | -16.4% | +21.5% | -3.5% |
| YTD | -24.9% | +2.3% | -27.2% | -17.3% |
| 1Y | -22.1% | -4.9% | -17.1% | -17.8% |
| All | -22.1% | -5.4% | -16.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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