+24.9%
CRM vs SNDU
+194.5%
-169.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.6% | +9.6% | +1.5% |
| 7D | -4.4% | -12.7% | +8.3% | -5.2% |
| 30D | +28.1% | +35.8% | -7.7% | +31.2% |
| 3M | +48.8% | -54.8% | +103.6% | +49.2% |
| All | +24.9% | +194.5% | -169.6% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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