-91.8%
SNDQ vs CF
+0.1%
-91.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | +0.7% | -27.8% | -27.8% |
| 7D | -9.0% | +10.4% | -19.3% | -16.5% |
| 30D | +57.3% | +7.6% | +49.7% | +48.2% |
| 3M | -17.3% | +5.2% | -22.5% | -19.9% |
| 6M | -71.3% | -0.1% | -71.3% | -70.4% |
| All | -91.8% | +0.1% | -91.9% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling