-89.3%
SQQQ vs CARR
+1.4%
-90.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -1.3% |
| 7D | +1.8% | -3.8% | +5.6% | -1.6% |
| 30D | +4.2% | -8.9% | +13.1% | -3.9% |
| 3M | -3.3% | -17.3% | +14.0% | -16.1% |
| 6M | -43.6% | -1.4% | -42.3% | -40.4% |
| YTD | -41.9% | +10.0% | -51.9% | -30.8% |
| 1Y | -50.6% | -6.4% | -44.3% | -49.5% |
| 3Y | -89.3% | +1.5% | -90.8% | -84.2% |
| All | -89.3% | +1.4% | -90.7% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling