-100.0%
SQQQ vs CAT
+1,169.9%
-1,269.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -0.7% |
| 7D | +1.8% | +0.6% | +1.2% | +2.5% |
| 30D | +4.2% | -4.3% | +8.5% | -0.2% |
| 3M | -3.3% | -8.6% | +5.4% | -7.7% |
| 6M | -43.6% | +16.1% | -59.8% | -26.7% |
| YTD | -41.9% | +43.8% | -85.6% | -2.4% |
| 1Y | -50.6% | +91.5% | -142.1% | +17.8% |
| 3Y | -89.3% | +202.7% | -292.0% | -45.8% |
| 5Y | -94.8% | +335.1% | -429.9% | -51.5% |
| All | -100.0% | +1,169.9% | -1,269.9% | -98.5% |
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