-100.0%
SQQQ vs CVS
+332.6%
-432.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -3.1% |
| 7D | +1.8% | -2.2% | +4.0% | 0.0% |
| 30D | +4.2% | -0.1% | +4.2% | +3.9% |
| 3M | -3.3% | -5.2% | +1.9% | -7.8% |
| 6M | -43.6% | +26.9% | -70.5% | -30.5% |
| YTD | -41.9% | +22.1% | -63.9% | -30.7% |
| 1Y | -50.6% | +30.8% | -81.4% | -37.1% |
| 3Y | -89.3% | +54.4% | -143.7% | -83.8% |
| 5Y | -94.8% | +33.4% | -128.2% | -92.5% |
| 10Y | -100.0% | +40.8% | -140.8% | -99.9% |
| All | -100.0% | +332.6% | -432.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling