+4,437.1%
SNDK vs CRL
+79.5%
+4,357.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.3% |
| 7D | -6.1% | -3.5% | -2.6% | -4.7% |
| 30D | +21.5% | -2.1% | +23.7% | +22.3% |
| 3M | -13.2% | +48.0% | -61.2% | -28.6% |
| 6M | +149.2% | +64.7% | +84.5% | +93.7% |
| YTD | +588.1% | +39.5% | +548.6% | +478.4% |
| 1Y | +1,837.5% | +74.2% | +1,763.3% | +1,350.0% |
| All | +4,437.1% | +79.5% | +4,357.6% | +3,243.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling