-95.7%
SNDQ vs CF
+8.3%
-104.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -3.2% | -20.6% | -21.9% |
| 7D | -30.8% | +6.0% | -36.8% | -32.4% |
| 30D | -51.7% | +14.8% | -66.6% | -54.9% |
| 3M | -78.0% | +14.1% | -92.1% | -78.4% |
| All | -95.7% | +8.3% | -104.0% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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