-100.0%
SQQQ vs CCI
+247.8%
-347.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | -0.2% |
| 7D | -2.7% | -0.3% | -2.4% | -2.9% |
| 30D | +2.4% | +2.1% | +0.3% | +4.7% |
| 3M | -8.0% | -17.8% | +9.8% | -26.8% |
| 6M | -43.9% | -14.2% | -29.8% | -53.4% |
| YTD | -42.2% | -13.3% | -28.9% | -51.3% |
| 1Y | -51.8% | -16.6% | -35.2% | -61.1% |
| 3Y | -89.7% | -10.8% | -78.9% | -91.0% |
| 5Y | -94.7% | -50.3% | -44.4% | -97.3% |
| 10Y | -100.0% | +22.5% | -122.5% | -99.9% |
| All | -100.0% | +247.8% | -347.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling