+4,601.6%
SNDK vs CVS
+57.2%
+4,544.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | +8.8% | -2.0% | +10.8% | +9.7% |
| 30D | +33.2% | +1.9% | +31.3% | +31.8% |
| 3M | +3.0% | -2.2% | +5.2% | +3.8% |
| 6M | +173.5% | +26.7% | +146.8% | +141.3% |
| YTD | +613.0% | +22.9% | +590.2% | +529.4% |
| 1Y | +2,189.8% | +32.9% | +2,156.8% | +1,837.7% |
| All | +4,601.6% | +57.2% | +4,544.4% | +3,851.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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