+2,358.4%
SNDK vs CMS
+7.3%
+2,351.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -4.8% |
| 7D | +6.0% | +1.7% | +4.2% | +6.9% |
| 30D | -36.9% | +6.2% | -43.1% | -35.0% |
| 3M | -42.1% | +0.6% | -42.7% | -41.2% |
| 6M | -38.8% | -1.8% | -37.1% | -38.9% |
| YTD | +272.8% | +3.8% | +269.0% | +261.6% |
| 1Y | +263.3% | -1.8% | +265.1% | +262.5% |
| All | +2,358.4% | +7.3% | +2,351.1% | +2,024.6% |
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