-89.0%
SQQQ vs CIFR
+434.9%
-523.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.7% | +8.9% | +1.9% |
| 7D | +4.1% | -8.2% | +12.3% | +2.2% |
| 30D | +4.6% | -7.4% | +12.0% | +4.1% |
| 3M | -10.4% | -24.2% | +13.8% | -10.8% |
| 6M | -42.1% | +14.2% | -56.3% | -34.0% |
| YTD | -40.3% | +8.0% | -48.3% | -30.9% |
| 1Y | -50.2% | +55.5% | -105.7% | -33.7% |
| All | -89.0% | +434.9% | -523.9% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 3y: compounded portfolio wealth divided by compounded CIFR 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…
3y analysis · Full analysis span regression · 6 months rolling