-36.0%
SQQQ vs CAT
+5.5%
-41.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.4% | -7.6% |
| 7D | +14.6% | -17.1% | +31.7% | -2.9% |
| 30D | +28.9% | -30.1% | +59.0% | -5.8% |
| 3M | +13.1% | -32.4% | +45.5% | -19.1% |
| 6M | -15.2% | -32.1% | +16.9% | -35.4% |
| YTD | -37.0% | +4.1% | -41.1% | -24.9% |
| 1Y | -36.0% | +8.9% | -44.9% | -14.4% |
| All | -36.0% | +5.5% | -41.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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