-100.0%
SQQQ vs CF
+886.6%
-986.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -2.0% |
| 7D | -0.9% | +6.0% | -6.9% | +2.0% |
| 30D | -0.3% | +14.8% | -15.1% | +6.8% |
| 3M | +2.7% | +14.1% | -11.3% | +9.2% |
| 6M | -43.8% | +28.5% | -72.4% | -37.0% |
| YTD | -42.9% | +74.9% | -117.9% | -23.8% |
| 1Y | -53.5% | +61.7% | -115.2% | -40.4% |
| 3Y | -89.4% | +80.3% | -169.7% | -84.5% |
| 5Y | -94.7% | +226.0% | -320.6% | -87.2% |
| 10Y | -100.0% | +569.9% | -669.8% | -99.8% |
| All | -100.0% | +886.6% | -986.6% | -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