-100.0%
SQQQ vs CCL
-41.3%
-58.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -1.9% |
| 7D | +1.8% | -3.2% | +5.0% | +0.1% |
| 30D | +4.2% | -17.8% | +21.9% | -5.9% |
| 3M | -3.3% | -18.7% | +15.4% | -12.0% |
| 6M | -43.6% | -11.4% | -32.2% | -43.8% |
| YTD | -41.9% | -24.3% | -17.6% | -45.9% |
| 1Y | -50.6% | -28.8% | -21.8% | -54.9% |
| 3Y | -89.3% | +49.3% | -138.6% | -81.8% |
| 5Y | -94.8% | +1.6% | -96.4% | -88.7% |
| All | -100.0% | -41.3% | -58.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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