-100.0%
SQQQ vs CF
+824.2%
-924.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +1.6% |
| 7D | -17.4% | +5.4% | -22.8% | -15.3% |
| 30D | +20.4% | +6.5% | +13.9% | +23.2% |
| 3M | +11.2% | +4.6% | +6.6% | +12.6% |
| 6M | -2.6% | -3.3% | +0.7% | -6.0% |
| YTD | -37.9% | +63.9% | -101.8% | -20.6% |
| 1Y | -36.2% | +50.4% | -86.6% | -22.2% |
| 3Y | -88.4% | +68.2% | -156.6% | -83.8% |
| 5Y | -93.4% | +113.8% | -207.2% | -88.0% |
| 10Y | -100.0% | +479.3% | -579.3% | -99.8% |
| All | -100.0% | +824.2% | -924.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling