-100.0%
SQQQ vs CIEN
+2,389.0%
-2,489.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +0.2% |
| 7D | -2.7% | -4.6% | +1.9% | -5.8% |
| 30D | +2.4% | -12.8% | +15.2% | -5.3% |
| 3M | -8.0% | -23.1% | +15.1% | -17.5% |
| 6M | -43.9% | +6.1% | -50.1% | -33.2% |
| YTD | -42.2% | +44.5% | -86.7% | -12.0% |
| 1Y | -51.8% | +176.6% | -228.4% | +21.6% |
| 3Y | -89.7% | +601.0% | -690.7% | -31.9% |
| 5Y | -94.7% | +509.1% | -603.8% | -58.1% |
| 10Y | -100.0% | +1,460.5% | -1,560.4% | -99.3% |
| All | -100.0% | +2,389.0% | -2,489.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 CIEN 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