-36.0%
SQQQ vs CEG
-33.0%
-3.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.7% | +3.9% | -5.9% |
| 7D | +14.6% | -4.8% | +19.3% | +12.1% |
| 30D | +28.9% | -8.2% | +37.1% | +25.0% |
| 3M | +13.1% | -7.9% | +21.0% | +10.9% |
| 6M | -15.2% | -23.2% | +8.0% | -21.3% |
| YTD | -37.0% | -30.1% | -6.8% | -42.4% |
| 1Y | -36.0% | -31.9% | -4.1% | -41.3% |
| All | -36.0% | -33.0% | -3.0% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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