+3,403.5%
SNDK vs CAI
-9.9%
+3,413.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -3.6% |
| 7D | -6.1% | -2.9% | -3.2% | -5.9% |
| 30D | +21.5% | +9.3% | +12.2% | +20.2% |
| 3M | -13.2% | +35.2% | -48.4% | -16.8% |
| 6M | +149.2% | +30.7% | +118.5% | +135.4% |
| YTD | +588.1% | -9.8% | +597.9% | +612.2% |
| 1Y | +1,837.5% | -28.9% | +1,866.4% | +1,935.8% |
| All | +3,403.5% | -9.9% | +3,413.4% | +3,537.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 5y: compounded portfolio wealth divided by compounded CAI 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…
5y analysis · Full analysis span regression · 6 months rolling