-94.7%
SQQQ vs CLS
+3,558.3%
-3,652.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +1.6% |
| 7D | +4.1% | +5.0% | -0.9% | +7.4% |
| 30D | +4.6% | +4.8% | -0.2% | +9.4% |
| 3M | -10.4% | -10.4% | 0.0% | -10.4% |
| 6M | -42.1% | +20.8% | -62.9% | -23.7% |
| YTD | -40.3% | +10.0% | -50.4% | -23.7% |
| 1Y | -50.2% | +28.5% | -78.7% | -23.3% |
| 3Y | -89.4% | +1,292.2% | -1,381.6% | +109.0% |
| 5Y | -94.7% | +3,616.8% | -3,711.5% | +261.6% |
| All | -94.7% | +3,558.3% | -3,652.9% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling