-94.7%
SQQQ vs CP
+30.0%
-124.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | -0.6% |
| 7D | -2.7% | +0.6% | -3.3% | -1.9% |
| 30D | +2.4% | -0.5% | +2.9% | +2.1% |
| 3M | -8.0% | +0.1% | -8.1% | -8.3% |
| 6M | -43.9% | +7.8% | -51.8% | -37.5% |
| YTD | -42.2% | +22.9% | -65.1% | -23.3% |
| 1Y | -51.8% | +21.3% | -73.1% | -36.8% |
| 3Y | -89.7% | +20.4% | -110.1% | -83.9% |
| 5Y | -94.7% | +34.9% | -129.6% | -86.3% |
| All | -94.7% | +30.0% | -124.7% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling