-89.4%
SQQQ vs CB
+69.9%
-159.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +2.4% | -3.1% | +5.5% | +2.9% |
| 3M | -8.0% | +4.2% | -12.2% | -7.4% |
| 6M | -43.9% | +4.7% | -48.7% | -43.7% |
| YTD | -42.2% | +8.8% | -51.1% | -41.5% |
| 1Y | -51.8% | +22.6% | -74.4% | -49.4% |
| All | -89.4% | +69.9% | -159.3% | -86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling