-100.0%
SQQQ vs CTSH
+197.5%
-297.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.2% | -4.1% |
| 7D | -4.2% | -5.5% | +1.3% | -10.1% |
| 30D | +2.4% | +4.5% | -2.1% | +7.9% |
| 3M | -5.7% | +13.7% | -19.4% | +3.0% |
| 6M | -46.6% | -8.4% | -38.2% | -56.1% |
| YTD | -42.7% | -26.5% | -16.2% | -64.3% |
| 1Y | -52.6% | -13.9% | -38.7% | -63.4% |
| 3Y | -89.8% | -11.3% | -78.5% | -90.2% |
| 5Y | -94.7% | -14.8% | -79.8% | -93.1% |
| 10Y | -100.0% | +22.5% | -122.5% | -99.9% |
| All | -100.0% | +197.5% | -297.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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