-100.0%
SQQQ vs CHRW
+183.1%
-283.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.4% |
| 7D | +1.8% | +3.5% | -1.7% | +4.4% |
| 30D | +4.2% | +4.6% | -0.4% | +7.8% |
| 3M | -3.3% | -19.7% | +16.4% | -17.8% |
| 6M | -43.6% | -12.4% | -31.2% | -47.6% |
| YTD | -41.9% | -3.9% | -38.0% | -40.5% |
| 1Y | -50.6% | +18.4% | -69.0% | -39.4% |
| 3Y | -89.3% | +88.8% | -178.1% | -77.8% |
| 5Y | -94.8% | +93.5% | -188.3% | -86.5% |
| All | -100.0% | +183.1% | -283.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling