-94.7%
SQQQ vs CVS
+33.7%
-128.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.2% |
| 7D | +4.1% | -2.0% | +6.0% | +3.4% |
| 30D | +4.6% | +1.9% | +2.7% | +5.3% |
| 3M | -10.4% | -2.2% | -8.2% | -11.0% |
| 6M | -42.1% | +26.7% | -68.8% | -36.2% |
| YTD | -40.3% | +22.9% | -63.2% | -34.7% |
| 1Y | -50.2% | +32.9% | -83.1% | -43.4% |
| 3Y | -89.4% | +62.3% | -151.7% | -86.3% |
| All | -94.7% | +33.7% | -128.3% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 5y: compounded portfolio wealth divided by compounded CVS 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…
5y analysis · Full analysis span regression · 6 months rolling