-90.0%
SQQQ vs CART
+14.3%
-104.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.4% | -1.6% |
| 7D | -4.2% | -4.1% | -0.1% | -5.4% |
| 30D | +2.4% | -4.3% | +6.8% | +1.1% |
| 3M | -5.7% | +13.1% | -18.8% | -0.9% |
| 6M | -46.6% | +26.0% | -72.6% | -41.3% |
| YTD | -42.7% | +6.7% | -49.4% | -40.6% |
| 1Y | -52.6% | +6.3% | -58.9% | -50.5% |
| All | -90.0% | +14.3% | -104.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling