+4,437.1%
SNDK vs CFG
+60.3%
+4,376.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -4.7% |
| 7D | -6.1% | -0.4% | -5.7% | -5.8% |
| 30D | +21.5% | -4.6% | +26.1% | +27.3% |
| 3M | -13.2% | +6.7% | -19.8% | -20.0% |
| 6M | +149.2% | +22.1% | +127.1% | +96.2% |
| YTD | +588.1% | +23.2% | +564.9% | +430.8% |
| 1Y | +1,837.5% | +40.3% | +1,797.3% | +1,180.2% |
| All | +4,437.1% | +60.3% | +4,376.8% | +2,259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling