-91.0%
SNDQ vs CCI
+6.4%
-97.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.5% | +8.8% | +5.0% |
| 7D | +66.1% | +5.0% | +61.1% | +54.0% |
| 30D | +122.5% | +36.4% | +86.1% | +26.0% |
| 3M | +11.6% | +20.4% | -8.8% | -16.7% |
| 6M | -82.2% | +4.9% | -87.1% | -76.0% |
| All | -91.0% | +6.4% | -97.5% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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 · 6 months rolling