-100.0%
SQQQ vs CLF
+128.8%
-228.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.4% | +2.3% |
| 7D | +4.1% | -3.7% | +7.7% | +2.5% |
| 30D | +4.6% | -4.7% | +9.3% | +3.0% |
| 3M | -10.4% | -4.7% | -5.7% | -10.3% |
| 6M | -42.1% | +24.0% | -66.1% | -32.6% |
| YTD | -40.3% | -10.9% | -29.4% | -38.6% |
| 1Y | -50.2% | +4.0% | -54.2% | -42.5% |
| 3Y | -89.4% | -16.9% | -72.5% | -86.1% |
| 5Y | -94.7% | -49.3% | -45.3% | -92.8% |
| All | -100.0% | +128.8% | -228.8% | -99.9% |
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