-100.0%
SQQQ vs CF
+606.5%
-706.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +2.3% |
| 7D | +4.1% | -2.0% | +6.0% | +3.2% |
| 30D | +4.6% | +15.3% | -10.7% | +11.2% |
| 3M | -10.4% | +24.3% | -34.7% | -1.9% |
| 6M | -42.1% | +23.9% | -66.0% | -36.9% |
| YTD | -40.3% | +77.3% | -117.6% | -21.5% |
| 1Y | -50.2% | +58.7% | -108.9% | -37.9% |
| 3Y | -89.4% | +72.8% | -162.2% | -85.2% |
| 5Y | -94.7% | +228.8% | -323.4% | -87.3% |
| All | -100.0% | +606.5% | -706.4% | -99.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling