-100.0%
SQQQ vs CDW
+300.6%
-400.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.8% | -10.4% | +6.7% |
| 7D | +1.8% | +0.9% | +0.9% | +3.1% |
| 30D | +4.2% | +13.1% | -8.9% | +21.7% |
| 3M | -3.3% | +19.7% | -22.9% | +20.8% |
| 6M | -43.6% | +30.7% | -74.4% | -22.1% |
| YTD | -41.9% | +14.7% | -56.6% | -33.3% |
| 1Y | -50.6% | -5.3% | -45.3% | -55.9% |
| 3Y | -89.3% | -23.8% | -65.5% | -91.0% |
| 5Y | -94.8% | -16.8% | -78.0% | -92.4% |
| All | -100.0% | +300.6% | -400.5% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded CDW 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling