-89.0%
SQQQ vs CNH
+6.3%
-95.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.1% | +1.6% |
| 7D | +4.1% | -2.5% | +6.5% | +2.8% |
| 30D | +4.6% | +27.0% | -22.4% | +20.9% |
| 3M | -10.4% | +32.6% | -43.0% | +8.2% |
| 6M | -42.1% | +23.6% | -65.7% | -31.4% |
| YTD | -40.3% | +47.8% | -88.2% | -19.6% |
| 1Y | -50.2% | +21.3% | -71.5% | -41.1% |
| All | -89.0% | +6.3% | -95.3% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling