-100.0%
SQQQ vs CCL
-2.9%
-97.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | -0.5% |
| 7D | -4.2% | -0.1% | -4.0% | -4.2% |
| 30D | +2.4% | -20.0% | +22.4% | -10.5% |
| 3M | -5.7% | -13.7% | +8.0% | -11.6% |
| 6M | -46.6% | -9.0% | -37.6% | -46.1% |
| YTD | -42.7% | -22.8% | -19.9% | -46.9% |
| 1Y | -52.6% | -25.3% | -27.3% | -56.3% |
| 3Y | -89.8% | +54.1% | -143.9% | -80.9% |
| 5Y | -94.7% | +3.5% | -98.2% | -87.3% |
| 10Y | -100.0% | -41.0% | -58.9% | -99.9% |
| All | -100.0% | -2.9% | -97.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling