-27.3%
SNDK vs CL
+7.9%
-35.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.1% | +13.8% | +13.5% |
| 7D | -5.8% | -0.8% | -5.0% | -7.2% |
| 30D | -34.3% | +9.5% | -43.8% | -20.8% |
| All | -27.3% | +7.9% | -35.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3mo: compounded portfolio wealth divided by compounded CL 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…
3mo analysis · Full analysis span regression · Available span rolling