-89.0%
SQQQ vs CTAS
+64.7%
-153.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +2.7% |
| 7D | +4.1% | -1.3% | +5.4% | +3.1% |
| 30D | +4.6% | -3.1% | +7.7% | +2.1% |
| 3M | -10.4% | +10.3% | -20.7% | -3.9% |
| 6M | -42.1% | +1.6% | -43.7% | -43.3% |
| YTD | -40.3% | +6.3% | -46.7% | -38.5% |
| 1Y | -50.2% | -0.5% | -49.7% | -52.7% |
| All | -89.0% | +64.7% | -153.7% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling