+4,727.7%
SNDK vs CME
+16.5%
+4,711.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -1.0% |
| 7D | +13.1% | -2.9% | +16.0% | +10.4% |
| 30D | +43.4% | +5.5% | +37.8% | +50.2% |
| 3M | +5.8% | +11.0% | -5.1% | +20.2% |
| 6M | +229.6% | -9.7% | +239.3% | +228.6% |
| YTD | +632.2% | +4.9% | +627.3% | +716.8% |
| 1Y | +2,365.4% | +10.1% | +2,355.3% | +2,712.1% |
| All | +4,727.7% | +16.5% | +4,711.2% | +4,810.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling