-36.0%
SQQQ vs CTAS
+25.6%
-61.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.1% | -3.7% |
| 7D | +14.6% | +7.6% | +6.9% | +11.3% |
| 30D | +28.9% | +17.2% | +11.7% | +22.1% |
| 3M | +13.1% | +12.8% | +0.4% | +8.4% |
| 6M | -15.2% | +38.0% | -53.2% | -18.0% |
| YTD | -37.0% | +22.7% | -59.7% | -41.9% |
| 1Y | -36.0% | +25.6% | -61.6% | -41.2% |
| All | -36.0% | +25.6% | -61.6% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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