-100.0%
SQQQ vs CELH
+1,993.8%
-2,093.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -2.4% |
| 7D | +1.8% | -11.2% | +13.0% | +0.8% |
| 30D | +4.2% | -1.4% | +5.6% | +4.1% |
| 3M | -3.3% | -4.2% | +0.9% | -3.1% |
| 6M | -43.6% | -40.5% | -3.2% | -45.6% |
| YTD | -41.9% | -40.5% | -1.4% | -43.7% |
| 1Y | -50.6% | -53.0% | +2.4% | -52.8% |
| 3Y | -89.3% | -59.1% | -30.2% | -89.4% |
| 5Y | -94.8% | -10.7% | -84.1% | -94.0% |
| 10Y | -100.0% | +3,788.6% | -3,888.5% | -100.0% |
| All | -100.0% | +1,993.8% | -2,093.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling