+2,684.0%
SNDK vs CMG
-11.4%
+2,695.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.6% | +13.5% | +12.1% |
| 7D | +17.2% | -2.8% | +20.0% | +17.6% |
| 30D | +28.8% | +7.1% | +21.7% | +27.2% |
| 3M | -1.1% | +31.2% | -32.3% | -3.9% |
| 6M | +190.5% | +0.7% | +189.8% | +190.4% |
| YTD | +633.0% | -0.1% | +633.1% | +632.8% |
| 1Y | +2,684.0% | -10.7% | +2,694.7% | +2,810.6% |
| All | +2,684.0% | -11.4% | +2,695.4% | +2,810.6% |
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