-89.8%
SQQQ vs CL
+28.9%
-118.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -4.2% | -1.4% | -2.8% | -3.7% |
| 30D | +2.4% | -5.2% | +7.6% | +4.2% |
| 3M | -5.7% | +3.3% | -9.0% | -5.8% |
| 6M | -46.6% | -4.4% | -42.2% | -45.7% |
| YTD | -42.7% | +13.9% | -56.6% | -44.1% |
| 1Y | -52.6% | +7.6% | -60.2% | -53.6% |
| 3Y | -89.8% | +29.6% | -119.4% | -89.3% |
| All | -89.8% | +28.9% | -118.7% | -89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling