-100.0%
SQQQ vs CLF
+74.2%
-174.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +7.0% | +2.3% |
| 7D | -11.0% | +10.4% | -21.4% | -6.5% |
| 30D | +17.9% | +0.6% | +17.4% | +21.4% |
| 3M | +19.5% | +4.1% | +15.4% | +26.3% |
| 6M | +4.2% | +15.1% | -10.9% | +18.6% |
| YTD | -35.6% | -4.7% | -30.9% | -29.5% |
| 1Y | -37.7% | +20.4% | -58.0% | -23.5% |
| 3Y | -88.0% | -23.4% | -64.7% | -84.5% |
| 5Y | -93.1% | -43.3% | -49.9% | -90.0% |
| All | -100.0% | +74.2% | -174.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling