-89.4%
SQQQ vs CLF
-16.3%
-73.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.2% |
| 7D | -2.7% | -2.7% | 0.0% | -3.7% |
| 30D | +2.4% | -3.2% | +5.6% | +1.5% |
| 3M | -8.0% | -5.0% | -3.0% | -8.4% |
| 6M | -43.9% | +26.6% | -70.5% | -35.1% |
| YTD | -42.2% | -9.0% | -33.3% | -40.0% |
| 1Y | -51.8% | +11.8% | -63.6% | -42.6% |
| All | -89.4% | -16.3% | -73.0% | -84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling