-95.5%
SNDQ vs CLF
+25.6%
-121.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.2% | +10.1% | +6.0% |
| 7D | -20.4% | -3.7% | -16.7% | -22.6% |
| 30D | -54.5% | -4.7% | -49.8% | -56.2% |
| 3M | -79.1% | -4.7% | -74.4% | -78.8% |
| All | -95.5% | +25.6% | -121.1% | -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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling