-95.7%
SNDQ vs CARR
-1.9%
-93.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +1.1% | -24.9% | -21.5% |
| 7D | -30.8% | +1.6% | -32.4% | -28.2% |
| 30D | -51.7% | -8.7% | -43.0% | -60.0% |
| 3M | -78.0% | -12.6% | -65.5% | -81.6% |
| All | -95.7% | -1.9% | -93.8% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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