-100.0%
SQQQ vs CB
+961.1%
-1,061.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +1.4% |
| 7D | -17.4% | 0.0% | -17.4% | -17.5% |
| 30D | +20.4% | +7.4% | +13.0% | +29.6% |
| 3M | +11.2% | +8.6% | +2.6% | +20.7% |
| 6M | -2.6% | +16.1% | -18.8% | +10.4% |
| YTD | -37.9% | +20.2% | -58.1% | -27.4% |
| 1Y | -36.2% | +27.2% | -63.4% | -20.3% |
| 3Y | -88.4% | +72.7% | -161.0% | -77.9% |
| 5Y | -93.4% | +105.9% | -199.3% | -81.5% |
| 10Y | -100.0% | +248.1% | -348.0% | -99.6% |
| All | -100.0% | +961.1% | -1,061.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling