-91.0%
SNDQ vs CLF
+36.3%
-127.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -9.2% | +24.5% | +7.3% |
| 7D | +66.1% | -7.9% | +74.0% | +56.1% |
| 30D | +122.5% | +5.2% | +117.3% | +139.8% |
| 3M | +11.6% | +4.3% | +7.3% | +21.8% |
| 6M | -82.2% | +25.3% | -107.4% | -71.4% |
| All | -91.0% | +36.3% | -127.3% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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 · 6 months rolling