-100.0%
SQQQ vs CVE
+76.2%
-176.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.9% |
| 7D | +1.9% | -10.0% | +11.9% | -3.1% |
| 30D | +32.2% | -11.9% | +44.1% | +24.7% |
| 3M | +17.1% | -5.9% | +23.0% | +14.0% |
| 6M | +5.4% | -1.6% | +7.0% | +5.1% |
| YTD | -33.9% | +66.3% | -100.2% | -13.4% |
| 1Y | -31.3% | +57.5% | -88.8% | -12.5% |
| 3Y | -87.6% | +65.4% | -153.0% | -81.5% |
| 5Y | -93.3% | +144.2% | -237.4% | -85.7% |
| 10Y | -100.0% | +135.5% | -235.5% | -99.9% |
| All | -100.0% | +76.2% | -176.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling