-36.0%
SQQQ vs CCI
+7.6%
-43.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.5% | -9.2% | -3.3% |
| 7D | +14.6% | +5.0% | +9.5% | +14.1% |
| 30D | +28.9% | +36.4% | -7.5% | +25.4% |
| 3M | +13.1% | +20.4% | -7.3% | +11.9% |
| 6M | -15.2% | +4.9% | -20.1% | -15.7% |
| YTD | -37.0% | +7.8% | -44.8% | -37.2% |
| 1Y | -36.0% | +7.3% | -43.3% | -36.4% |
| All | -36.0% | +7.6% | -43.5% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling