-100.0%
SQQQ vs CPAY
+1,532.9%
-1,632.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.8% | -2.0% | +3.8% | -0.2% |
| 30D | +4.2% | -0.4% | +4.5% | +3.9% |
| 3M | -3.3% | +16.4% | -19.6% | +12.1% |
| 6M | -43.6% | +23.5% | -67.2% | -29.0% |
| YTD | -41.9% | +35.7% | -77.5% | -17.9% |
| 1Y | -50.6% | +30.2% | -80.8% | -32.8% |
| 3Y | -89.3% | +49.7% | -139.0% | -78.4% |
| 5Y | -94.8% | +56.6% | -151.4% | -84.5% |
| 10Y | -100.0% | +153.8% | -253.8% | -99.7% |
| All | -100.0% | +1,532.9% | -1,632.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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