-100.0%
SQQQ vs CNC
+1,381.8%
-1,481.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.1% | -1.8% |
| 7D | +1.8% | -0.9% | +2.7% | +1.3% |
| 30D | +4.2% | -1.0% | +5.1% | +3.6% |
| 3M | -3.3% | +4.5% | -7.8% | -0.4% |
| 6M | -43.6% | +85.2% | -128.9% | -19.9% |
| YTD | -41.9% | +61.4% | -103.3% | -22.6% |
| 1Y | -50.6% | +94.9% | -145.5% | -26.1% |
| 3Y | -89.3% | 0.0% | -89.3% | -88.7% |
| 5Y | -94.8% | +11.2% | -106.0% | -93.4% |
| 10Y | -100.0% | +98.7% | -198.7% | -99.9% |
| All | -100.0% | +1,381.8% | -1,481.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling