+4,437.1%
SNDK vs CTAS
-0.2%
+4,437.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -2.9% |
| 7D | -6.1% | +0.5% | -6.6% | -5.9% |
| 30D | +21.5% | -0.7% | +22.2% | +21.5% |
| 3M | -13.2% | +11.1% | -24.3% | -13.0% |
| 6M | +149.2% | +2.1% | +147.1% | +163.8% |
| YTD | +588.1% | +8.0% | +580.1% | +590.6% |
| 1Y | +1,837.5% | -0.5% | +1,838.0% | +2,013.0% |
| All | +4,437.1% | -0.2% | +4,437.3% | +5,104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 3y: compounded portfolio wealth divided by compounded CTAS 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…
3y analysis · Full analysis span regression · 6 months rolling