-95.5%
SNDQ vs CL
+6.9%
-102.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.1% | +8.1% | +8.8% |
| 7D | -20.4% | -2.4% | -17.9% | -7.6% |
| 30D | -54.5% | -4.8% | -49.7% | -39.6% |
| 3M | -79.1% | -1.7% | -77.3% | -68.9% |
| All | -95.5% | +6.9% | -102.4% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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