-50.6%
SQQQ vs CEG
-10.5%
-40.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.8% |
| 7D | +1.8% | -4.8% | +6.6% | -0.5% |
| 30D | +4.2% | +2.3% | +1.8% | +5.6% |
| 3M | -3.3% | +15.6% | -18.9% | +5.1% |
| 6M | -43.6% | -5.0% | -38.6% | -42.5% |
| YTD | -41.9% | -19.0% | -22.8% | -44.3% |
| 1Y | -50.6% | -10.0% | -40.7% | -49.4% |
| All | -50.6% | -10.5% | -40.1% | -49.4% |
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