+2,288.9%
SNDK vs CSGP
-58.7%
+2,347.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -4.0% |
| 7D | -23.7% | -3.2% | -20.5% | -24.5% |
| 30D | -45.6% | +2.2% | -47.9% | -44.3% |
| 3M | -30.5% | -3.7% | -26.9% | -29.7% |
| 6M | -45.0% | -7.4% | -37.5% | -42.1% |
| YTD | +262.3% | -54.9% | +317.2% | +350.2% |
| 1Y | +221.0% | -54.9% | +275.8% | +297.2% |
| All | +2,288.9% | -58.7% | +2,347.6% | +2,784.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling