-100.0%
SQQQ vs CF
+481.7%
-581.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +2.9% |
| 7D | +1.9% | +4.8% | -2.9% | +3.4% |
| 30D | +32.2% | +9.7% | +22.5% | +36.5% |
| 3M | +17.1% | +1.2% | +15.8% | +16.7% |
| 6M | +5.4% | +7.4% | -1.9% | +7.5% |
| YTD | -33.9% | +60.5% | -94.5% | -17.1% |
| 1Y | -31.3% | +50.7% | -82.1% | -16.7% |
| 3Y | -87.6% | +64.8% | -152.4% | -83.1% |
| 5Y | -93.3% | +115.8% | -209.0% | -87.6% |
| All | -100.0% | +481.7% | -581.6% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling