-100.0%
SQQQ vs CB
+225.2%
-325.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.5% |
| 7D | +4.1% | -2.8% | +6.8% | +1.5% |
| 30D | +4.6% | -2.4% | +7.0% | +2.3% |
| 3M | -10.4% | +2.8% | -13.2% | -9.7% |
| 6M | -42.1% | +4.8% | -46.9% | -41.2% |
| YTD | -40.3% | +9.2% | -49.5% | -37.3% |
| 1Y | -50.2% | +22.8% | -73.0% | -41.4% |
| 3Y | -89.4% | +71.1% | -160.5% | -81.4% |
| 5Y | -94.7% | +101.0% | -195.7% | -87.2% |
| All | -100.0% | +225.2% | -325.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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