-100.0%
SQQQ vs CP
+232.0%
-332.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.0% |
| 7D | +1.8% | -2.6% | +4.4% | -1.7% |
| 30D | +4.2% | -3.7% | +7.9% | -0.7% |
| 3M | -3.3% | +0.1% | -3.4% | -3.5% |
| 6M | -43.6% | +7.8% | -51.5% | -36.8% |
| YTD | -41.9% | +21.7% | -63.6% | -23.0% |
| 1Y | -50.6% | +18.6% | -69.3% | -36.6% |
| 3Y | -89.3% | +17.5% | -106.8% | -83.9% |
| 5Y | -94.8% | +35.4% | -130.1% | -87.3% |
| All | -100.0% | +232.0% | -332.0% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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