+2,684.0%
SNDK vs CRL
+78.8%
+2,605.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.7% | +13.6% | +12.4% |
| 7D | +17.2% | -1.0% | +18.2% | +17.5% |
| 30D | +28.8% | +10.7% | +18.2% | +24.2% |
| 3M | -1.1% | +55.3% | -56.4% | -17.7% |
| 6M | +190.5% | +60.7% | +129.8% | +136.9% |
| YTD | +633.0% | +44.6% | +588.4% | +537.5% |
| 1Y | +2,684.0% | +77.7% | +2,606.3% | +2,138.3% |
| All | +2,684.0% | +78.8% | +2,605.2% | +2,138.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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