-99.9%
SQQQ vs CLBK
+64.7%
-164.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | -0.1% |
| 7D | -2.7% | -1.5% | -1.2% | -3.8% |
| 30D | +2.4% | +6.7% | -4.3% | +7.8% |
| 3M | -8.0% | +21.2% | -29.2% | +6.8% |
| 6M | -43.9% | +42.0% | -85.9% | -25.3% |
| YTD | -42.2% | +63.3% | -105.5% | -13.6% |
| 1Y | -51.8% | +65.4% | -117.2% | -26.4% |
| 3Y | -89.7% | +52.5% | -142.2% | -83.2% |
| 5Y | -94.7% | +42.0% | -136.7% | -90.7% |
| All | -99.9% | +64.7% | -164.6% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling