+1,837.5%
SNDK vs CNH
+22.0%
+1,815.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -6.1% | -5.7% | -0.4% | -4.4% |
| 30D | +21.5% | +26.6% | -5.1% | +12.1% |
| 3M | -13.2% | +31.1% | -44.3% | -21.1% |
| 6M | +149.2% | +24.9% | +124.3% | +132.6% |
| YTD | +588.1% | +48.7% | +539.4% | +467.7% |
| 1Y | +1,837.5% | +22.2% | +1,815.3% | +1,650.9% |
| All | +1,837.5% | +22.0% | +1,815.6% | +1,650.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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