-100.0%
SQQQ vs CHRW
+324.2%
-424.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +1.8% |
| 7D | -4.2% | +1.9% | -6.1% | -2.5% |
| 30D | +2.4% | +0.9% | +1.5% | +3.5% |
| 3M | -5.7% | -19.9% | +14.2% | -22.0% |
| 6M | -46.6% | -15.8% | -30.8% | -53.0% |
| YTD | -42.7% | -5.6% | -37.1% | -42.8% |
| 1Y | -52.6% | +21.0% | -73.6% | -39.5% |
| 3Y | -89.8% | +86.0% | -175.9% | -77.8% |
| 5Y | -94.7% | +88.6% | -183.3% | -85.6% |
| 10Y | -100.0% | +169.3% | -269.3% | -99.8% |
| All | -100.0% | +324.2% | -424.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling