There is another possibility -- long shot, though: Maybe the supercap isn't "formed". If further experimentation results in a continued indication of improper behavior, try this:
Check the datasheet, and find the ABSOLUTE MAXIMUM voltage, if it's more than 5.5V then set your power supply to 5.5V. If 5.5V IS the absolute MAX, then set your power supply to 5V. Let it sit for 72 hours. This was a recommendation I got from an engineer at Maxwell.