-100.0%
SQQQ vs CTAS
+3,974.2%
-4,074.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | -4.2% | 0.0% | -4.1% | -4.2% |
| 30D | +2.4% | -1.0% | +3.4% | +0.6% |
| 3M | -5.7% | +15.8% | -21.4% | +12.7% |
| 6M | -46.6% | -1.0% | -45.6% | -49.7% |
| YTD | -42.7% | +7.4% | -50.1% | -38.9% |
| 1Y | -52.6% | -0.1% | -52.5% | -55.0% |
| 3Y | -89.8% | +66.3% | -156.1% | -74.3% |
| 5Y | -94.7% | +111.0% | -205.7% | -71.8% |
| 10Y | -100.0% | +662.9% | -762.9% | -97.2% |
| All | -100.0% | +3,974.2% | -4,074.2% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling