-100.0%
SQQQ vs CLF
-66.1%
-33.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | -0.2% |
| 7D | -4.2% | +6.5% | -10.7% | -2.0% |
| 30D | +2.4% | +0.2% | +2.2% | +2.9% |
| 3M | -5.7% | -3.1% | -2.6% | -4.8% |
| 6M | -46.6% | +25.0% | -71.6% | -39.4% |
| YTD | -42.7% | -7.5% | -35.3% | -40.4% |
| 1Y | -52.6% | +11.5% | -64.1% | -45.3% |
| 3Y | -89.8% | -13.7% | -76.1% | -87.0% |
| 5Y | -94.7% | -47.0% | -47.7% | -93.0% |
| 10Y | -100.0% | +116.3% | -216.3% | -99.9% |
| All | -100.0% | -66.1% | -33.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling