-100.0%
SQQQ vs CVX
+490.3%
-590.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.0% |
| 7D | +1.8% | +2.6% | -0.8% | +4.4% |
| 30D | +4.2% | +9.8% | -5.7% | +14.0% |
| 3M | -3.3% | +16.2% | -19.5% | +10.0% |
| 6M | -43.6% | +13.6% | -57.3% | -38.9% |
| YTD | -41.9% | +44.4% | -86.3% | -19.0% |
| 1Y | -50.6% | +40.6% | -91.2% | -33.1% |
| 3Y | -89.3% | +48.2% | -137.5% | -83.1% |
| 5Y | -94.8% | +172.3% | -267.1% | -81.5% |
| 10Y | -100.0% | +222.3% | -322.2% | -99.7% |
| All | -100.0% | +490.3% | -590.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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