-94.7%
SQQQ vs CHRW
+94.0%
-188.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +2.0% | +4.0% |
| 7D | +4.1% | +4.4% | -0.3% | +6.6% |
| 30D | +4.6% | +5.5% | -0.9% | +8.0% |
| 3M | -10.4% | -17.3% | +6.8% | -19.0% |
| 6M | -42.1% | -12.7% | -29.4% | -45.0% |
| YTD | -40.3% | -4.1% | -36.2% | -38.5% |
| 1Y | -50.2% | +21.2% | -71.4% | -39.3% |
| 3Y | -89.4% | +88.9% | -178.3% | -80.1% |
| 5Y | -94.7% | +93.1% | -187.7% | -87.4% |
| All | -94.7% | +94.0% | -188.6% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling