-100.0%
SQQQ vs CB
+250.2%
-350.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.7% | +4.7% |
| 7D | -11.0% | +2.9% | -13.9% | -8.8% |
| 30D | +17.9% | +7.3% | +10.6% | +24.7% |
| 3M | +19.5% | +9.4% | +10.1% | +28.0% |
| 6M | +4.2% | +19.6% | -15.4% | +18.4% |
| YTD | -35.6% | +21.5% | -57.1% | -26.3% |
| 1Y | -37.7% | +28.0% | -65.7% | -25.0% |
| 3Y | -88.0% | +74.9% | -162.9% | -79.3% |
| 5Y | -93.1% | +108.1% | -201.3% | -83.4% |
| All | -100.0% | +250.2% | -350.2% | -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