+263.3%
SNDK vs CMS
-2.7%
+266.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -3.5% |
| 7D | +6.0% | +1.7% | +4.2% | +8.3% |
| 30D | -36.9% | +6.2% | -43.1% | -31.7% |
| 3M | -42.1% | +0.6% | -42.7% | -40.7% |
| 6M | -38.8% | -1.8% | -37.1% | -38.7% |
| YTD | +272.8% | +3.8% | +269.0% | +263.5% |
| 1Y | +263.3% | -1.8% | +265.1% | +245.7% |
| All | +263.3% | -2.7% | +266.0% | +245.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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