-100.0%
SQQQ vs CCI
+23.6%
-123.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -0.5% |
| 7D | +1.8% | -0.3% | +2.1% | +1.7% |
| 30D | +4.2% | +2.2% | +1.9% | +6.4% |
| 3M | -3.3% | -16.9% | +13.6% | -19.3% |
| 6M | -43.6% | -11.5% | -32.1% | -50.3% |
| YTD | -41.9% | -12.8% | -29.0% | -49.3% |
| 1Y | -50.6% | -17.1% | -33.6% | -59.0% |
| 3Y | -89.3% | -9.6% | -79.7% | -90.1% |
| 5Y | -94.8% | -48.9% | -45.9% | -97.1% |
| All | -100.0% | +23.6% | -123.6% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling