+4,733.3%
SNDK vs CL
+6.1%
+4,727.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.5% | +13.4% | +10.9% |
| 7D | +17.2% | -2.2% | +19.4% | +15.6% |
| 30D | +28.8% | -4.8% | +33.7% | +25.2% |
| 3M | -1.1% | +4.9% | -6.0% | +0.6% |
| 6M | +190.5% | -5.7% | +196.2% | +191.5% |
| YTD | +633.0% | +14.4% | +618.6% | +673.5% |
| 1Y | +2,684.0% | +8.7% | +2,675.3% | +2,906.1% |
| All | +4,733.3% | +6.1% | +4,727.3% | +5,148.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling