-35.2%
SNDK vs CF
-2.5%
-32.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.4% | -5.5% | -3.3% |
| 7D | +16.2% | +5.4% | +10.9% | +20.0% |
| 30D | -36.8% | +6.5% | -43.3% | -32.7% |
| 3M | -30.3% | +4.6% | -34.9% | -26.1% |
| All | -35.2% | -2.5% | -32.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 6mo: compounded portfolio wealth divided by compounded CF 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…
6mo analysis · Full analysis span regression · 6 months rolling