+2,684.0%
SNDK vs CMI
+45.0%
+2,639.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.8% | +9.1% | +7.7% |
| 7D | +17.2% | -0.7% | +17.9% | +18.7% |
| 30D | +28.8% | -13.4% | +42.3% | +60.5% |
| 3M | -1.1% | -17.0% | +15.9% | +38.1% |
| 6M | +190.5% | -1.6% | +192.1% | +211.9% |
| YTD | +633.0% | +11.0% | +622.0% | +505.5% |
| 1Y | +2,684.0% | +41.9% | +2,642.1% | +1,469.7% |
| All | +2,684.0% | +45.0% | +2,639.0% | +1,469.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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