-100.0%
SQQQ vs CAT
+696.4%
-796.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.6% | +2.8% |
| 7D | -11.0% | +7.4% | -18.4% | -2.6% |
| 30D | +17.9% | -19.7% | +37.6% | -3.6% |
| 3M | +19.5% | -29.6% | +49.1% | -14.4% |
| 6M | +4.2% | -33.2% | +37.4% | -24.7% |
| YTD | -35.6% | +5.7% | -41.3% | -18.8% |
| 1Y | -37.7% | +9.3% | -47.0% | -17.3% |
| 3Y | -88.0% | +158.3% | -246.4% | -46.6% |
| 5Y | -93.1% | +211.6% | -304.7% | -53.1% |
| All | -100.0% | +696.4% | -796.4% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling