-53.5%
SQQQ vs CNH
+29.2%
-82.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.5% | +1.1% |
| 7D | -0.9% | +23.3% | -24.2% | +7.3% |
| 30D | -0.3% | +33.5% | -33.7% | +11.7% |
| 3M | +2.7% | +32.7% | -30.0% | +16.7% |
| 6M | -43.8% | +22.2% | -66.0% | -36.0% |
| YTD | -42.9% | +57.7% | -100.6% | -27.8% |
| 1Y | -53.5% | +28.0% | -81.5% | -46.0% |
| All | -53.5% | +29.2% | -82.8% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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