-100.0%
SQQQ vs CNH
+158.6%
-258.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.1% |
| 7D | +1.8% | -5.7% | +7.5% | -2.9% |
| 30D | +4.2% | +26.6% | -22.4% | +26.9% |
| 3M | -3.3% | +31.1% | -34.4% | +23.7% |
| 6M | -43.6% | +24.9% | -68.5% | -28.8% |
| YTD | -41.9% | +48.7% | -90.6% | -14.0% |
| 1Y | -50.6% | +22.2% | -72.8% | -37.9% |
| 3Y | -89.3% | +7.4% | -96.7% | -85.8% |
| 5Y | -94.8% | +10.8% | -105.6% | -90.7% |
| All | -100.0% | +158.6% | -258.5% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling