-50.6%
SQQQ vs CME
+9.8%
-60.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.9% |
| 7D | +1.8% | -1.6% | +3.4% | +2.9% |
| 30D | +4.2% | +5.6% | -1.4% | +0.1% |
| 3M | -3.3% | +5.6% | -8.9% | -7.6% |
| 6M | -43.6% | -8.3% | -35.4% | -41.5% |
| YTD | -41.9% | +4.3% | -46.2% | -43.8% |
| 1Y | -50.6% | +9.1% | -59.7% | -54.6% |
| All | -50.6% | +9.8% | -60.4% | -54.6% |
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