-100.0%
SQQQ vs CL
+229.4%
-329.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | -2.1% |
| 7D | -0.9% | -2.2% | +1.2% | -3.4% |
| 30D | -0.3% | -4.8% | +4.5% | -5.8% |
| 3M | +2.7% | +4.9% | -2.2% | +6.1% |
| 6M | -43.8% | -5.7% | -38.1% | -48.5% |
| YTD | -42.9% | +14.4% | -57.3% | -34.3% |
| 1Y | -53.5% | +8.7% | -62.3% | -50.8% |
| 3Y | -89.4% | +30.0% | -119.4% | -85.5% |
| 5Y | -94.7% | +28.4% | -123.0% | -92.2% |
| 10Y | -100.0% | +50.1% | -150.1% | -99.9% |
| All | -100.0% | +229.4% | -329.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling