+4,800.5%
SNDK vs CL
+5.2%
+4,795.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.2% |
| 7D | +13.6% | -2.3% | +15.9% | +11.9% |
| 30D | +42.5% | -5.5% | +48.0% | +37.8% |
| 3M | +7.1% | +0.8% | +6.3% | +7.6% |
| 6M | +199.7% | -4.2% | +203.9% | +199.4% |
| YTD | +643.2% | +13.4% | +629.8% | +679.7% |
| 1Y | +2,402.0% | +7.1% | +2,395.0% | +2,592.0% |
| All | +4,800.5% | +5.2% | +4,795.3% | +5,190.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling