-95.5%
SNDQ vs CFG
+7.9%
-103.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.6% | +8.0% |
| 7D | -20.4% | -1.7% | -18.7% | -20.6% |
| 30D | -54.5% | -4.6% | -49.9% | -55.1% |
| 3M | -79.1% | +7.9% | -86.9% | -80.7% |
| All | -95.5% | +7.9% | -103.5% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 5y: compounded portfolio wealth divided by compounded CFG 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…
5y analysis · Full analysis span regression · Available span rolling