-53.5%
SQQQ vs CLBK
+73.3%
-126.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.9% | +1.2% | -2.1% | -0.5% |
| 30D | -0.3% | +9.1% | -9.4% | +2.6% |
| 3M | +2.7% | +27.7% | -25.0% | +12.2% |
| 6M | -43.8% | +40.8% | -84.7% | -35.3% |
| YTD | -42.9% | +66.4% | -109.3% | -30.5% |
| 1Y | -53.5% | +72.4% | -125.9% | -42.2% |
| All | -53.5% | +73.3% | -126.8% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling