-100.0%
SQQQ vs CSX
+1,262.6%
-1,362.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | +0.6% |
| 7D | -0.9% | -3.4% | +2.4% | -4.9% |
| 30D | -0.3% | -3.1% | +2.8% | -3.9% |
| 3M | +2.7% | +7.2% | -4.4% | +12.1% |
| 6M | -43.8% | +16.2% | -60.0% | -31.1% |
| YTD | -42.9% | +37.5% | -80.5% | -13.1% |
| 1Y | -53.5% | +53.2% | -106.8% | -18.4% |
| 3Y | -89.4% | +68.2% | -157.7% | -75.7% |
| 5Y | -94.7% | +65.2% | -159.9% | -84.4% |
| 10Y | -100.0% | +504.1% | -604.1% | -99.1% |
| All | -100.0% | +1,262.6% | -1,362.6% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling