-100.0%
SQQQ vs CVS
+335.5%
-435.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.2% |
| 7D | +4.1% | -2.0% | +6.0% | +2.4% |
| 30D | +4.6% | +1.9% | +2.7% | +6.1% |
| 3M | -10.4% | -2.2% | -8.2% | -12.1% |
| 6M | -42.1% | +26.7% | -68.8% | -28.7% |
| YTD | -40.3% | +22.9% | -63.2% | -28.5% |
| 1Y | -50.2% | +32.9% | -83.1% | -35.6% |
| 3Y | -89.4% | +62.3% | -151.7% | -83.1% |
| 5Y | -94.7% | +34.2% | -128.9% | -92.3% |
| 10Y | -100.0% | +41.8% | -141.7% | -99.9% |
| All | -100.0% | +335.5% | -435.5% | -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