-95.7%
SNDQ vs CAI
+22.2%
-117.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -1.0% | -22.8% | -23.5% |
| 7D | -30.8% | -2.2% | -28.6% | -30.3% |
| 30D | -51.7% | +52.4% | -104.1% | -57.6% |
| 3M | -78.0% | +45.1% | -123.1% | -81.2% |
| All | -95.7% | +22.2% | -117.9% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · Available span rolling