-100.0%
SQQQ vs COHR
+2,223.1%
-2,323.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.7% | +0.2% |
| 7D | +1.8% | +8.3% | -6.5% | +7.7% |
| 30D | +4.2% | -14.1% | +18.3% | -4.9% |
| 3M | -3.3% | -16.0% | +12.7% | -4.3% |
| 6M | -43.6% | +21.5% | -65.1% | -22.1% |
| YTD | -41.9% | +65.4% | -107.3% | +4.0% |
| 1Y | -50.6% | +195.0% | -245.6% | +42.0% |
| 3Y | -89.3% | +830.2% | -919.5% | +16.1% |
| 5Y | -94.8% | +397.1% | -491.9% | -45.4% |
| 10Y | -100.0% | +1,317.7% | -1,417.7% | -98.2% |
| All | -100.0% | +2,223.1% | -2,323.1% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling