-100.0%
SQQQ vs CRL
+256.1%
-356.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -0.8% |
| 7D | +1.8% | -3.5% | +5.4% | -1.4% |
| 30D | +4.2% | -2.1% | +6.3% | +2.4% |
| 3M | -3.3% | +48.0% | -51.2% | +39.9% |
| 6M | -43.6% | +64.7% | -108.4% | -7.0% |
| YTD | -41.9% | +39.5% | -81.4% | -16.7% |
| 1Y | -50.6% | +74.2% | -124.8% | -10.7% |
| 3Y | -89.3% | +39.4% | -128.7% | -80.5% |
| 5Y | -94.8% | -36.9% | -57.9% | -95.0% |
| All | -100.0% | +256.1% | -356.0% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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