-36.0%
SQQQ vs CSX
+48.0%
-84.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -2.1% |
| 7D | +14.6% | +0.1% | +14.4% | +14.6% |
| 30D | +28.9% | +9.7% | +19.1% | +32.1% |
| 3M | +13.1% | +2.3% | +10.8% | +12.0% |
| 6M | -15.2% | +17.1% | -32.3% | -7.6% |
| YTD | -37.0% | +44.9% | -81.9% | -17.8% |
| 1Y | -36.0% | +47.1% | -83.0% | -14.6% |
| All | -36.0% | +48.0% | -84.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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