-36.0%
SQQQ vs CLBK
+65.7%
-101.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.6% |
| 7D | +14.6% | +4.6% | +10.0% | +15.7% |
| 30D | +28.9% | -1.5% | +30.4% | +27.6% |
| 3M | +13.1% | +4.4% | +8.7% | +14.3% |
| 6M | -15.2% | +31.7% | -46.9% | -5.1% |
| YTD | -37.0% | +58.7% | -95.7% | -23.8% |
| 1Y | -36.0% | +64.9% | -100.8% | -19.4% |
| All | -36.0% | +65.7% | -101.7% | -19.4% |
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