-100.0%
SQQQ vs CTAS
+687.6%
-787.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -0.4% |
| 7D | +1.8% | +0.5% | +1.3% | +2.6% |
| 30D | +4.2% | -0.7% | +4.9% | +2.9% |
| 3M | -3.3% | +11.1% | -14.4% | +8.3% |
| 6M | -43.6% | +2.1% | -45.8% | -44.3% |
| YTD | -41.9% | +8.0% | -49.8% | -37.7% |
| 1Y | -50.6% | -0.5% | -50.2% | -53.3% |
| 3Y | -89.3% | +66.2% | -155.5% | -73.4% |
| 5Y | -94.8% | +109.2% | -204.0% | -73.6% |
| All | -100.0% | +687.6% | -787.6% | -98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling