-100.0%
SQQQ vs CLS
+3,169.3%
-3,269.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.1% | +1.6% |
| 7D | +1.8% | +10.9% | -9.1% | +9.0% |
| 30D | +4.2% | +2.1% | +2.1% | +7.0% |
| 3M | -3.3% | -10.2% | +6.9% | -3.4% |
| 6M | -43.6% | +30.4% | -74.0% | -22.3% |
| YTD | -41.9% | +17.2% | -59.1% | -22.9% |
| 1Y | -50.6% | +41.0% | -91.7% | -20.1% |
| 3Y | -89.3% | +1,338.0% | -1,427.3% | +51.2% |
| 5Y | -94.8% | +3,860.6% | -3,955.4% | +106.6% |
| All | -100.0% | +3,169.3% | -3,269.3% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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