-36.0%
SQQQ vs CME
+19.8%
-55.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.8% |
| 7D | +14.6% | +4.8% | +9.7% | +10.7% |
| 30D | +28.9% | +14.2% | +14.7% | +17.9% |
| 3M | +13.1% | +17.9% | -4.8% | +0.8% |
| 6M | -15.2% | +7.2% | -22.5% | -20.6% |
| YTD | -37.0% | +16.7% | -53.7% | -43.1% |
| 1Y | -36.0% | +19.6% | -55.5% | -42.8% |
| All | -36.0% | +19.8% | -55.7% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling