-87.7%
SQQQ vs CF
+65.2%
-153.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.6% |
| 7D | +1.9% | +4.8% | -2.9% | +1.4% |
| 30D | +32.2% | +9.7% | +22.5% | +31.4% |
| 3M | +17.1% | +1.2% | +15.8% | +16.8% |
| 6M | +5.4% | +7.4% | -1.9% | +5.5% |
| YTD | -33.9% | +60.5% | -94.5% | -23.9% |
| 1Y | -31.3% | +50.7% | -82.1% | -22.6% |
| All | -87.7% | +65.2% | -153.0% | -84.1% |
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