-89.8%
SQQQ vs CF
+76.4%
-166.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -4.2% | -0.9% | -3.2% | -4.1% |
| 30D | +2.4% | +18.1% | -15.6% | +2.5% |
| 3M | -5.7% | +23.4% | -29.0% | -5.3% |
| 6M | -46.6% | +17.1% | -63.7% | -45.6% |
| YTD | -42.7% | +76.2% | -118.9% | -34.0% |
| 1Y | -52.6% | +62.3% | -114.9% | -46.7% |
| 3Y | -89.8% | +71.8% | -161.6% | -87.2% |
| All | -89.8% | +76.4% | -166.2% | -87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling