-100.0%
SQQQ vs CLX
+146.0%
-246.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | -0.5% |
| 7D | -2.7% | -4.9% | +2.2% | -5.7% |
| 30D | +2.4% | -15.8% | +18.2% | -8.0% |
| 3M | -8.0% | -7.9% | -0.1% | -12.5% |
| 6M | -43.9% | -19.0% | -24.9% | -50.9% |
| YTD | -42.2% | -7.9% | -34.3% | -44.6% |
| 1Y | -51.8% | -25.4% | -26.4% | -60.3% |
| 3Y | -89.7% | -35.0% | -54.7% | -92.1% |
| 5Y | -94.7% | -36.8% | -57.9% | -95.7% |
| 10Y | -100.0% | -1.4% | -98.5% | -99.9% |
| All | -100.0% | +146.0% | -246.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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