-89.3%
SQQQ vs CCI
-10.3%
-79.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -2.7% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +4.2% | +2.2% | +1.9% | +4.0% |
| 3M | -3.3% | -16.9% | +13.6% | -3.0% |
| 6M | -43.6% | -11.5% | -32.1% | -43.2% |
| YTD | -41.9% | -12.8% | -29.0% | -41.4% |
| 1Y | -50.6% | -17.1% | -33.6% | -50.2% |
| 3Y | -89.3% | -9.6% | -79.7% | -88.6% |
| All | -89.3% | -10.3% | -79.0% | -88.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling