-100.0%
SQQQ vs CNP
+432.9%
-532.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +1.4% |
| 7D | -4.2% | +1.6% | -5.8% | -2.6% |
| 30D | +2.4% | -0.8% | +3.2% | +1.6% |
| 3M | -5.7% | -3.6% | -2.1% | -9.8% |
| 6M | -46.6% | -6.9% | -39.6% | -51.0% |
| YTD | -42.7% | +6.4% | -49.1% | -40.0% |
| 1Y | -52.6% | +9.9% | -62.5% | -48.8% |
| 3Y | -89.8% | +53.1% | -142.9% | -84.1% |
| 5Y | -94.7% | +72.0% | -166.7% | -89.3% |
| 10Y | -100.0% | +131.5% | -231.5% | -99.8% |
| All | -100.0% | +432.9% | -532.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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