-89.3%
SQQQ vs CHTR
-65.7%
-23.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | -1.9% |
| 7D | +1.8% | -4.1% | +5.9% | +1.1% |
| 30D | +4.2% | -3.0% | +7.1% | +3.8% |
| 3M | -3.3% | +4.8% | -8.0% | -1.9% |
| 6M | -43.6% | -35.0% | -8.6% | -48.8% |
| YTD | -41.9% | -30.2% | -11.7% | -45.7% |
| 1Y | -50.6% | -44.8% | -5.9% | -57.8% |
| 3Y | -89.3% | -66.6% | -22.7% | -92.2% |
| All | -89.3% | -65.7% | -23.6% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 3y: compounded portfolio wealth divided by compounded CHTR 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…
3y analysis · Full analysis span regression · 6 months rolling