-100.0%
SQQQ vs CLS
+3,189.8%
-3,289.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | +4.2% |
| 7D | -4.2% | +12.8% | -16.9% | +4.5% |
| 30D | +2.4% | +3.8% | -1.4% | +6.7% |
| 3M | -5.7% | -14.6% | +9.0% | -8.7% |
| 6M | -46.6% | +32.2% | -78.8% | -24.2% |
| YTD | -42.7% | +11.6% | -54.3% | -25.7% |
| 1Y | -52.6% | +35.1% | -87.6% | -24.1% |
| 3Y | -89.8% | +1,312.5% | -1,402.4% | +59.9% |
| 5Y | -94.7% | +3,542.1% | -3,636.7% | +137.4% |
| 10Y | -100.0% | +2,944.0% | -3,044.0% | -97.6% |
| All | -100.0% | +3,189.8% | -3,289.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling