+4,733.3%
SNDK vs CMS
+3.5%
+4,729.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.2% | +12.1% | +11.8% |
| 7D | +17.2% | +0.4% | +16.8% | +17.3% |
| 30D | +28.8% | -3.6% | +32.4% | +27.4% |
| 3M | -1.1% | -1.9% | +0.8% | -4.0% |
| 6M | +190.5% | -11.0% | +201.4% | +190.9% |
| YTD | +633.0% | +0.2% | +632.8% | +594.7% |
| 1Y | +2,684.0% | -1.3% | +2,685.3% | +2,551.4% |
| All | +4,733.3% | +3.5% | +4,729.8% | +3,981.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling