-100.0%
SQQQ vs CB
+872.0%
-972.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -2.6% |
| 7D | -0.9% | +0.5% | -1.4% | -0.3% |
| 30D | -0.3% | -3.1% | +2.8% | -4.0% |
| 3M | +2.7% | +9.0% | -6.2% | +10.0% |
| 6M | -43.8% | +2.9% | -46.7% | -44.2% |
| YTD | -42.9% | +10.1% | -53.0% | -38.9% |
| 1Y | -53.5% | +22.8% | -76.3% | -43.6% |
| 3Y | -89.4% | +73.8% | -163.2% | -79.0% |
| 5Y | -94.7% | +99.2% | -193.8% | -85.3% |
| 10Y | -100.0% | +218.2% | -318.2% | -99.7% |
| All | -100.0% | +872.0% | -972.0% | -100.0% |
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