-93.1%
SQQQ vs CL
+43.4%
-136.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.9% |
| 7D | -11.0% | +3.2% | -14.2% | -10.7% |
| 30D | +17.9% | +8.0% | +9.9% | +18.9% |
| 3M | +19.5% | +7.9% | +11.6% | +20.3% |
| 6M | +4.2% | +14.7% | -10.5% | +6.0% |
| YTD | -35.6% | +29.2% | -64.8% | -31.3% |
| 1Y | -37.7% | +29.5% | -67.2% | -33.5% |
| 3Y | -88.0% | +40.7% | -128.7% | -85.1% |
| All | -93.1% | +43.4% | -136.6% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling