-100.0%
SQQQ vs CDNS
+5,065.2%
-5,165.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +1.1% |
| 7D | -2.7% | -7.2% | +4.5% | -12.2% |
| 30D | +2.4% | -14.3% | +16.7% | -16.5% |
| 3M | -8.0% | -27.2% | +19.2% | -38.7% |
| 6M | -43.9% | -4.5% | -39.4% | -42.8% |
| YTD | -42.2% | -9.0% | -33.3% | -43.6% |
| 1Y | -51.8% | -21.3% | -30.5% | -60.7% |
| 3Y | -89.7% | +19.6% | -109.3% | -76.9% |
| 5Y | -94.7% | +71.5% | -166.2% | -64.6% |
| 10Y | -100.0% | +1,036.6% | -1,136.5% | -93.3% |
| All | -100.0% | +5,065.2% | -5,165.2% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling