-100.0%
SQQQ vs COF
+655.8%
-755.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.0% |
| 7D | +1.8% | -5.1% | +7.0% | -3.4% |
| 30D | +4.2% | -6.0% | +10.2% | -1.8% |
| 3M | -3.3% | +14.8% | -18.1% | +13.1% |
| 6M | -43.6% | +15.3% | -59.0% | -32.4% |
| YTD | -41.9% | -13.0% | -28.8% | -46.8% |
| 1Y | -50.6% | -5.7% | -44.9% | -50.0% |
| 3Y | -89.3% | +118.1% | -207.4% | -67.2% |
| 5Y | -94.8% | +46.2% | -141.0% | -84.4% |
| 10Y | -100.0% | +246.1% | -346.0% | -99.5% |
| All | -100.0% | +655.8% | -755.8% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling