+433.2%
SNDK vs CMG
+12.0%
+421.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.8% | -13.7% | -8.0% |
| 7D | -26.2% | +22.5% | -48.7% | -26.9% |
| 30D | -39.1% | +14.1% | -53.2% | -39.3% |
| 3M | -27.3% | +4.1% | -31.4% | -27.2% |
| 6M | -17.4% | +10.1% | -27.5% | -16.5% |
| YTD | +337.0% | -4.9% | +341.9% | +341.6% |
| 1Y | +433.2% | +10.9% | +422.3% | +424.6% |
| All | +433.2% | +12.0% | +421.2% | +424.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling