-100.0%
SQQQ vs CVE
+147.6%
-247.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +1.6% |
| 7D | -17.4% | +4.6% | -22.0% | -15.8% |
| 30D | +20.4% | -12.0% | +32.4% | +14.8% |
| 3M | +11.2% | -3.8% | +15.0% | +9.9% |
| 6M | -2.6% | -2.7% | +0.1% | -3.2% |
| YTD | -37.9% | +73.6% | -111.5% | -20.4% |
| 1Y | -36.2% | +62.0% | -98.2% | -20.6% |
| 3Y | -88.4% | +72.7% | -161.1% | -83.2% |
| 5Y | -93.4% | +153.9% | -247.3% | -87.3% |
| All | -100.0% | +147.6% | -247.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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