-100.0%
SQQQ vs CL
+55.9%
-155.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.1% |
| 7D | +4.1% | -2.4% | +6.5% | +1.9% |
| 30D | +4.6% | -4.8% | +9.4% | +0.2% |
| 3M | -10.4% | -1.7% | -8.7% | -12.6% |
| 6M | -42.1% | -3.8% | -38.3% | -44.6% |
| YTD | -40.3% | +13.3% | -53.6% | -33.3% |
| 1Y | -50.2% | +8.3% | -58.5% | -47.7% |
| 3Y | -89.4% | +28.8% | -118.2% | -85.8% |
| 5Y | -94.7% | +28.5% | -123.2% | -92.3% |
| All | -100.0% | +55.9% | -155.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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