-89.9%
SQQQ vs CART
+11.0%
-101.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | 0.0% |
| 7D | -2.7% | -9.5% | +6.8% | -5.7% |
| 30D | +2.4% | -7.8% | +10.2% | -0.1% |
| 3M | -8.0% | +10.4% | -18.4% | -4.1% |
| 6M | -43.9% | +20.1% | -64.0% | -39.4% |
| YTD | -42.2% | +3.7% | -45.9% | -40.6% |
| 1Y | -51.8% | +2.6% | -54.4% | -50.3% |
| All | -89.9% | +11.0% | -101.0% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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