-100.0%
SQQQ vs CDNS
+1,060.3%
-1,160.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.1% | -0.4% |
| 7D | +1.8% | -1.1% | +2.9% | +0.2% |
| 30D | +4.2% | -10.4% | +14.6% | -10.4% |
| 3M | -3.3% | -24.6% | +21.3% | -33.6% |
| 6M | -43.6% | -1.6% | -42.0% | -40.0% |
| YTD | -41.9% | -7.4% | -34.5% | -42.3% |
| 1Y | -50.6% | -18.4% | -32.2% | -58.3% |
| 3Y | -89.3% | +19.0% | -108.3% | -75.1% |
| 5Y | -94.8% | +73.4% | -168.2% | -59.8% |
| All | -100.0% | +1,060.3% | -1,160.2% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 10y: compounded portfolio wealth divided by compounded CDNS 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…
10y analysis · Full analysis span regression · 6 months rolling