-37.7%
SQQQ vs CDW
+19.9%
-57.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.6% |
| 7D | -11.0% | +9.3% | -20.3% | -9.0% |
| 30D | +17.9% | +14.4% | +3.6% | +21.3% |
| 3M | +19.5% | +21.4% | -1.9% | +24.3% |
| 6M | +4.2% | +72.8% | -68.6% | +10.3% |
| YTD | -35.6% | +28.0% | -63.6% | -35.3% |
| 1Y | -37.7% | +19.3% | -57.0% | -42.7% |
| All | -37.7% | +19.9% | -57.6% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling