-100.0%
SQQQ vs CDW
+851.1%
-951.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.2% | +5.5% | -5.7% |
| 7D | -4.2% | -3.9% | -0.3% | -8.4% |
| 30D | +2.4% | +6.9% | -4.5% | +11.7% |
| 3M | -5.7% | +7.7% | -13.4% | +3.6% |
| 6M | -46.6% | +18.3% | -64.9% | -35.2% |
| YTD | -42.7% | +7.8% | -50.5% | -38.7% |
| 1Y | -52.6% | -12.2% | -40.4% | -60.7% |
| 3Y | -89.8% | -28.9% | -60.9% | -91.9% |
| 5Y | -94.7% | -22.8% | -71.9% | -92.9% |
| 10Y | -100.0% | +266.1% | -366.0% | -99.4% |
| All | -100.0% | +851.1% | -951.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling