+4,601.6%
SNDK vs CME
+15.3%
+4,586.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.3% |
| 7D | +8.8% | -2.4% | +11.2% | +6.7% |
| 30D | +33.2% | +6.2% | +27.0% | +40.3% |
| 3M | +3.0% | +4.4% | -1.4% | +11.8% |
| 6M | +173.5% | -9.6% | +183.1% | +172.2% |
| YTD | +613.0% | +3.8% | +609.3% | +688.4% |
| 1Y | +2,189.8% | +9.5% | +2,180.2% | +2,492.8% |
| All | +4,601.6% | +15.3% | +4,586.3% | +4,640.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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