-22.1%
SQQQ vs CRH
-17.3%
-4.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -3.4% | +22.6% | +17.1% |
| 7D | +31.0% | +5.3% | +25.7% | +35.3% |
| 30D | +55.7% | +14.2% | +41.5% | +69.3% |
| 3M | +31.2% | -4.2% | +35.4% | +27.0% |
| 6M | +5.1% | -14.5% | +19.6% | -5.3% |
| YTD | -24.9% | -22.7% | -2.2% | -33.1% |
| 1Y | -22.1% | -16.6% | -5.5% | -23.0% |
| All | -22.1% | -17.3% | -4.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling