-100.0%
SQQQ vs CAT
+2,182.6%
-2,282.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | +1.6% |
| 7D | -0.9% | +1.7% | -2.6% | +1.2% |
| 30D | -0.3% | -6.6% | +6.3% | -7.4% |
| 3M | +2.7% | -13.3% | +16.0% | -6.9% |
| 6M | -43.8% | +11.6% | -55.4% | -29.1% |
| YTD | -42.9% | +42.9% | -85.9% | -2.1% |
| 1Y | -53.5% | +95.4% | -149.0% | +19.1% |
| 3Y | -89.4% | +196.6% | -286.0% | -42.9% |
| 5Y | -94.7% | +321.7% | -416.3% | -46.0% |
| 10Y | -100.0% | +1,140.8% | -1,240.8% | -97.3% |
| All | -100.0% | +2,182.6% | -2,282.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling