-89.0%
SQQQ vs CAT
+195.1%
-284.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +1.8% |
| 7D | +4.1% | +0.6% | +3.5% | +4.8% |
| 30D | +4.6% | -4.5% | +9.2% | 0.0% |
| 3M | -10.4% | -5.8% | -4.6% | -11.1% |
| 6M | -42.1% | +12.7% | -54.9% | -26.5% |
| YTD | -40.3% | +41.4% | -81.7% | +0.6% |
| 1Y | -50.2% | +92.1% | -142.2% | +28.0% |
| All | -89.0% | +195.1% | -284.1% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling