-95.5%
SNDQ vs CAH
+17.8%
-113.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.7% | +9.6% | +10.9% |
| 7D | -20.4% | -5.1% | -15.3% | -12.6% |
| 30D | -54.5% | -1.8% | -52.7% | -53.0% |
| 3M | -79.1% | +9.4% | -88.4% | -81.7% |
| All | -95.5% | +17.8% | -113.3% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 all: compounded portfolio wealth divided by compounded CAH 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…
all analysis · Full analysis span regression · Available span rolling