+4,800.5%
SNDK vs CMS
+3.1%
+4,797.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.2% |
| 7D | +13.6% | +0.2% | +13.4% | +13.6% |
| 30D | +42.5% | -1.3% | +43.8% | +42.1% |
| 3M | +7.1% | -5.4% | +12.5% | +4.2% |
| 6M | +199.7% | -10.3% | +210.0% | +198.1% |
| YTD | +643.2% | -0.2% | +643.4% | +603.5% |
| 1Y | +2,402.0% | -0.9% | +2,402.9% | +2,269.2% |
| All | +4,800.5% | +3.1% | +4,797.4% | +4,032.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling