-37.7%
SQQQ vs CSX
+49.3%
-87.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.5% |
| 7D | -11.0% | +6.0% | -17.0% | -8.9% |
| 30D | +17.9% | +7.8% | +10.1% | +20.6% |
| 3M | +19.5% | +4.1% | +15.4% | +19.8% |
| 6M | +4.2% | +17.9% | -13.7% | +14.4% |
| YTD | -35.6% | +44.9% | -80.5% | -15.7% |
| 1Y | -37.7% | +51.1% | -88.8% | -14.4% |
| All | -37.7% | +49.3% | -87.0% | -14.4% |
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