-89.3%
SQQQ vs CRH
+70.5%
-159.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -1.5% |
| 7D | +1.8% | -6.1% | +7.9% | -4.6% |
| 30D | +4.2% | -9.3% | +13.4% | -5.7% |
| 3M | -3.3% | -15.2% | +11.9% | -18.3% |
| 6M | -43.6% | -14.2% | -29.4% | -49.8% |
| YTD | -41.9% | -28.3% | -13.6% | -57.3% |
| 1Y | -50.6% | -21.8% | -28.9% | -58.9% |
| 3Y | -89.3% | +71.6% | -160.9% | -73.9% |
| All | -89.3% | +70.5% | -159.8% | -73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling