-100.0%
SQQQ vs CRL
+676.0%
-776.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.1% |
| 7D | -2.7% | -4.6% | +1.9% | -6.9% |
| 30D | +2.4% | +0.5% | +1.9% | +3.1% |
| 3M | -8.0% | +46.6% | -54.6% | +33.2% |
| 6M | -43.9% | +57.3% | -101.2% | -10.7% |
| YTD | -42.2% | +39.5% | -81.8% | -16.5% |
| 1Y | -51.8% | +76.9% | -128.7% | -10.6% |
| 3Y | -89.7% | +39.4% | -129.1% | -80.9% |
| 5Y | -94.7% | -37.2% | -57.5% | -94.4% |
| 10Y | -100.0% | +253.4% | -353.4% | -99.5% |
| All | -100.0% | +676.0% | -776.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling