-98.2%
SQQQ vs CIFR
+86.0%
-184.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | +1.3% |
| 7D | -4.2% | +26.7% | -30.8% | +1.2% |
| 30D | +2.4% | +7.7% | -5.3% | +5.3% |
| 3M | -5.7% | -23.8% | +18.1% | -5.9% |
| 6M | -46.6% | +35.9% | -82.5% | -37.2% |
| YTD | -42.7% | +25.4% | -68.1% | -32.0% |
| 1Y | -52.6% | +139.8% | -192.4% | -31.6% |
| 3Y | -89.8% | +515.0% | -604.8% | -75.6% |
| 5Y | -94.7% | +52.1% | -146.8% | -84.5% |
| All | -98.2% | +86.0% | -184.2% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling