-95.5%
SNDQ vs CF
+9.7%
-105.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.2% | +10.2% | +9.2% |
| 7D | -20.4% | -2.0% | -18.4% | -19.2% |
| 30D | -54.5% | +15.3% | -69.8% | -57.6% |
| 3M | -79.1% | +24.3% | -103.4% | -79.7% |
| All | -95.5% | +9.7% | -105.2% | -95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling