-100.0%
SQQQ vs CDE
+61.6%
-161.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.2% |
| 7D | +1.8% | -3.1% | +4.9% | +0.9% |
| 30D | +4.2% | +9.5% | -5.3% | +7.6% |
| 3M | -3.3% | +25.5% | -28.8% | +6.9% |
| 6M | -43.6% | -7.9% | -35.8% | -40.8% |
| YTD | -41.9% | +15.6% | -57.4% | -33.1% |
| 1Y | -50.6% | +34.0% | -84.7% | -38.8% |
| 3Y | -89.3% | +791.9% | -881.2% | -72.0% |
| 5Y | -94.8% | +197.7% | -292.5% | -88.0% |
| All | -100.0% | +61.6% | -161.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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