-100.0%
SQQQ vs CVE
+167.0%
-266.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +1.2% |
| 7D | -2.7% | +2.0% | -4.7% | -1.9% |
| 30D | +2.4% | +13.2% | -10.8% | +7.9% |
| 3M | -8.0% | +21.7% | -29.7% | -0.3% |
| 6M | -43.9% | +48.4% | -92.3% | -33.8% |
| YTD | -42.2% | +100.1% | -142.3% | -21.7% |
| 1Y | -51.8% | +107.8% | -159.6% | -33.2% |
| 3Y | -89.7% | +76.9% | -166.6% | -85.0% |
| 5Y | -94.7% | +346.2% | -440.9% | -87.2% |
| 10Y | -100.0% | +173.5% | -273.5% | -99.9% |
| All | -100.0% | +167.0% | -266.9% | -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