-89.3%
SQQQ vs COHR
+805.6%
-894.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.7% | -0.3% |
| 7D | +1.8% | +8.3% | -6.5% | +6.5% |
| 30D | +4.2% | -14.1% | +18.3% | -3.1% |
| 3M | -3.3% | -16.0% | +12.7% | -3.1% |
| 6M | -43.6% | +21.5% | -65.1% | -25.1% |
| YTD | -41.9% | +65.4% | -107.3% | -3.1% |
| 1Y | -50.6% | +195.0% | -245.6% | +26.0% |
| 3Y | -89.3% | +830.2% | -919.5% | -13.3% |
| All | -89.3% | +805.6% | -894.9% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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