-100.0%
SQQQ vs CL
+272.0%
-372.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +5.7% |
| 7D | -11.0% | +3.2% | -14.2% | -7.8% |
| 30D | +17.9% | +8.0% | +9.9% | +27.0% |
| 3M | +19.5% | +7.9% | +11.6% | +27.7% |
| 6M | +4.2% | +14.7% | -10.5% | +16.7% |
| YTD | -35.6% | +29.2% | -64.8% | -16.4% |
| 1Y | -37.7% | +29.5% | -67.2% | -19.3% |
| 3Y | -88.0% | +40.7% | -128.7% | -82.6% |
| 5Y | -93.1% | +43.9% | -137.0% | -88.8% |
| 10Y | -100.0% | +87.2% | -187.2% | -99.9% |
| All | -100.0% | +272.0% | -372.0% | -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