-50.6%
SQQQ vs CSX
+54.8%
-105.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | +1.8% | -0.9% | +2.7% | +1.4% |
| 30D | +4.2% | -2.0% | +6.1% | +3.3% |
| 3M | -3.3% | +3.6% | -6.9% | -0.8% |
| 6M | -43.6% | +22.0% | -65.7% | -34.3% |
| YTD | -41.9% | +36.3% | -78.1% | -29.0% |
| 1Y | -50.6% | +50.9% | -101.6% | -38.7% |
| All | -50.6% | +54.8% | -105.4% | -38.7% |
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