-89.3%
SQQQ vs CELH
-60.2%
-29.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.1% |
| 7D | +1.8% | -11.2% | +13.0% | -0.7% |
| 30D | +4.2% | -1.4% | +5.6% | +4.2% |
| 3M | -3.3% | -4.2% | +0.9% | -2.8% |
| 6M | -43.6% | -40.5% | -3.2% | -49.2% |
| YTD | -41.9% | -40.5% | -1.4% | -47.3% |
| 1Y | -50.6% | -53.0% | +2.4% | -56.9% |
| 3Y | -89.3% | -59.1% | -30.2% | -90.3% |
| All | -89.3% | -60.2% | -29.1% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 3y: compounded portfolio wealth divided by compounded CELH 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…
3y analysis · Full analysis span regression · 6 months rolling