-22.1%
SQQQ vs CNC
+107.1%
-129.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -2.4% | +21.6% | +19.1% |
| 7D | +31.0% | +8.1% | +22.9% | +31.5% |
| 30D | +55.7% | +14.8% | +40.9% | +56.7% |
| 3M | +31.2% | +10.7% | +20.5% | +32.0% |
| 6M | +5.1% | +40.0% | -34.9% | +7.0% |
| YTD | -24.9% | +80.2% | -105.1% | -20.4% |
| 1Y | -22.1% | +101.3% | -123.4% | -17.0% |
| All | -22.1% | +107.1% | -129.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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