-100.0%
SQQQ vs CME
+847.4%
-947.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | -0.4% |
| 7D | -2.7% | -1.1% | -1.6% | -3.7% |
| 30D | +2.4% | +4.2% | -1.8% | +6.6% |
| 3M | -8.0% | +7.3% | -15.3% | -3.1% |
| 6M | -43.9% | -11.4% | -32.5% | -52.1% |
| YTD | -42.2% | +3.5% | -45.8% | -42.2% |
| 1Y | -51.8% | +8.6% | -60.4% | -49.5% |
| 3Y | -89.7% | +51.6% | -141.3% | -84.8% |
| 5Y | -94.7% | +75.3% | -170.0% | -89.3% |
| 10Y | -100.0% | +278.8% | -378.8% | -99.7% |
| All | -100.0% | +847.4% | -947.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling