+4,727.7%
SNDK vs CL
+5.6%
+4,722.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.4% |
| 7D | +13.1% | -1.4% | +14.4% | +12.1% |
| 30D | +43.4% | -5.2% | +48.6% | +39.0% |
| 3M | +5.8% | +3.3% | +2.5% | +7.1% |
| 6M | +229.6% | -4.4% | +234.0% | +230.1% |
| YTD | +632.2% | +13.9% | +618.2% | +670.4% |
| 1Y | +2,365.4% | +7.6% | +2,357.8% | +2,559.5% |
| All | +4,727.7% | +5.6% | +4,722.1% | +5,127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling