-99.8%
SQQQ vs CTVA
+208.7%
-308.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -3.2% |
| 7D | +1.8% | -4.5% | +6.3% | -1.9% |
| 30D | +4.2% | +11.3% | -7.2% | +13.5% |
| 3M | -3.3% | +12.3% | -15.6% | +6.3% |
| 6M | -43.6% | +7.2% | -50.8% | -40.4% |
| YTD | -41.9% | +26.0% | -67.9% | -28.8% |
| 1Y | -50.6% | +16.0% | -66.7% | -43.6% |
| 3Y | -89.3% | +73.9% | -163.2% | -80.5% |
| 5Y | -94.8% | +103.8% | -198.6% | -87.3% |
| All | -99.8% | +208.7% | -308.5% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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