+1,837.5%
SNDK vs CMS
-2.9%
+1,840.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -4.1% |
| 7D | -6.1% | -1.9% | -4.2% | -7.6% |
| 30D | +21.5% | -4.1% | +25.6% | +17.2% |
| 3M | -13.2% | -7.1% | -6.1% | -19.0% |
| 6M | +149.2% | -10.1% | +159.3% | +137.7% |
| YTD | +588.1% | -1.7% | +589.8% | +541.8% |
| 1Y | +1,837.5% | -3.4% | +1,840.9% | +1,798.1% |
| All | +1,837.5% | -2.9% | +1,840.4% | +1,798.1% |
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