-100.0%
SQQQ vs CDW
+271.4%
-371.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.5% |
| 7D | +4.1% | -7.4% | +11.4% | -5.0% |
| 30D | +4.6% | +5.8% | -1.2% | +12.9% |
| 3M | -10.4% | +10.8% | -21.2% | +1.9% |
| 6M | -42.1% | +21.5% | -63.6% | -26.7% |
| YTD | -40.3% | +6.4% | -46.7% | -37.5% |
| 1Y | -50.2% | -14.8% | -35.4% | -61.2% |
| 3Y | -89.4% | -29.9% | -59.5% | -91.9% |
| 5Y | -94.7% | -22.9% | -71.8% | -92.9% |
| All | -100.0% | +271.4% | -371.4% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling