-89.3%
SQQQ vs CLBK
+52.2%
-141.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.8% | -1.5% | +3.3% | +1.0% |
| 30D | +4.2% | -1.0% | +5.2% | +3.6% |
| 3M | -3.3% | +22.9% | -26.2% | +9.2% |
| 6M | -43.6% | +44.2% | -87.9% | -29.1% |
| YTD | -41.9% | +64.0% | -105.8% | -20.4% |
| 1Y | -50.6% | +65.7% | -116.3% | -31.3% |
| 3Y | -89.3% | +54.1% | -143.4% | -83.8% |
| All | -89.3% | +52.2% | -141.5% | -83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling