-36.0%
SQQQ vs CF
+35.9%
-71.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -0.8% |
| 7D | +14.6% | -6.9% | +21.4% | +18.2% |
| 30D | +28.9% | -3.7% | +32.6% | +31.3% |
| 3M | +13.1% | -5.0% | +18.1% | +15.3% |
| 6M | -15.2% | -10.5% | -4.8% | -11.3% |
| YTD | -37.0% | +46.5% | -83.5% | -34.3% |
| 1Y | -36.0% | +34.8% | -70.8% | -36.2% |
| All | -36.0% | +35.9% | -71.9% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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