-89.0%
SQQQ vs CLS
+1,271.7%
-1,360.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +1.9% |
| 7D | +4.1% | +5.0% | -0.9% | +7.0% |
| 30D | +4.6% | +4.8% | -0.2% | +8.8% |
| 3M | -10.4% | -10.4% | 0.0% | -10.0% |
| 6M | -42.1% | +20.8% | -62.9% | -26.3% |
| YTD | -40.3% | +10.0% | -50.4% | -25.7% |
| 1Y | -50.2% | +28.5% | -78.7% | -27.1% |
| All | -89.0% | +1,271.7% | -1,360.7% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling