-93.1%
SQQQ vs CF
+114.1%
-207.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.8% |
| 7D | -11.0% | +4.8% | -15.8% | -10.5% |
| 30D | +17.9% | +4.7% | +13.2% | +18.3% |
| 3M | +19.5% | +7.4% | +12.1% | +20.4% |
| 6M | +4.2% | +0.6% | +3.6% | +3.5% |
| YTD | -35.6% | +64.1% | -99.7% | -24.9% |
| 1Y | -37.7% | +51.4% | -89.1% | -29.3% |
| 3Y | -88.0% | +67.8% | -155.8% | -85.1% |
| All | -93.1% | +114.1% | -207.2% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling