-100.0%
SQQQ vs CHTR
+390.1%
-490.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.7% | -6.3% | +0.1% |
| 7D | +1.8% | -4.1% | +5.9% | -1.1% |
| 30D | +4.2% | -3.0% | +7.1% | +2.2% |
| 3M | -3.3% | +4.8% | -8.0% | +0.5% |
| 6M | -43.6% | -35.0% | -8.6% | -59.9% |
| YTD | -41.9% | -30.2% | -11.7% | -56.1% |
| 1Y | -50.6% | -44.8% | -5.9% | -69.4% |
| 3Y | -89.3% | -66.6% | -22.7% | -95.2% |
| 5Y | -94.8% | -81.5% | -13.3% | -98.3% |
| 10Y | -100.0% | -44.8% | -55.2% | -100.0% |
| All | -100.0% | +390.1% | -490.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling