-13.6%
SKDD vs CG
-2.6%
-11.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.5% | +5.8% | +11.4% |
| 7D | +28.7% | +9.4% | +19.2% | +32.1% |
| 30D | +54.1% | +8.7% | +45.3% | +57.1% |
| 3M | -22.7% | -15.0% | -7.8% | -25.3% |
| All | -13.6% | -2.6% | -11.1% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · Available span rolling