-100.0%
SQQQ vs CCJ
+349.1%
-449.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | -0.1% |
| 7D | -2.7% | +4.2% | -6.9% | -0.1% |
| 30D | +2.4% | +3.2% | -0.8% | +5.0% |
| 3M | -8.0% | -1.8% | -6.2% | -5.8% |
| 6M | -43.9% | -13.5% | -30.4% | -44.5% |
| YTD | -42.2% | +9.7% | -52.0% | -32.3% |
| 1Y | -51.8% | +30.0% | -81.8% | -35.0% |
| 3Y | -89.7% | +172.6% | -262.3% | -72.8% |
| 5Y | -94.7% | +342.9% | -437.6% | -74.9% |
| 10Y | -100.0% | +1,099.7% | -1,199.7% | -99.5% |
| All | -100.0% | +349.1% | -449.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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