-89.3%
SQQQ vs COF
+116.3%
-205.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.0% |
| 7D | +1.8% | -5.1% | +7.0% | -3.0% |
| 30D | +4.2% | -6.0% | +10.2% | -1.3% |
| 3M | -3.3% | +14.8% | -18.1% | +11.9% |
| 6M | -43.6% | +15.3% | -59.0% | -33.1% |
| YTD | -41.9% | -13.0% | -28.8% | -46.3% |
| 1Y | -50.6% | -5.7% | -44.9% | -49.7% |
| 3Y | -89.3% | +118.1% | -207.4% | -75.0% |
| All | -89.3% | +116.3% | -205.6% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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