-50.6%
SQQQ vs CLBK
+68.0%
-118.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.8% | -1.5% | +3.3% | +1.3% |
| 30D | +4.2% | -1.0% | +5.2% | +3.8% |
| 3M | -3.3% | +22.9% | -26.2% | +3.9% |
| 6M | -43.6% | +44.2% | -87.9% | -34.7% |
| YTD | -41.9% | +64.0% | -105.8% | -29.6% |
| 1Y | -50.6% | +65.7% | -116.3% | -39.0% |
| All | -50.6% | +68.0% | -118.6% | -39.0% |
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