-95.7%
SNDQ vs CLF
+32.7%
-128.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +1.8% | -25.6% | -22.2% |
| 7D | -30.8% | +7.6% | -38.4% | -25.7% |
| 30D | -51.7% | -1.2% | -50.6% | -51.9% |
| 3M | -78.0% | -13.4% | -64.6% | -79.5% |
| All | -95.7% | +32.7% | -128.4% | -91.9% |
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 · Available span rolling