-50.6%
SQQQ vs CAT
+94.8%
-145.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -1.1% |
| 7D | +1.8% | +0.6% | +1.2% | +2.4% |
| 30D | +4.2% | -4.3% | +8.5% | +0.8% |
| 3M | -3.3% | -8.6% | +5.4% | -6.6% |
| 6M | -43.6% | +16.1% | -59.8% | -31.7% |
| YTD | -41.9% | +43.8% | -85.6% | -17.6% |
| 1Y | -50.6% | +91.5% | -142.1% | -14.3% |
| All | -50.6% | +94.8% | -145.5% | -14.3% |
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