-95.8%
SNDQ vs CLX
-7.0%
-88.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -1.0% | +1.1% |
| 7D | -26.2% | -4.9% | -21.3% | -18.0% |
| 30D | -60.2% | -15.8% | -44.3% | -43.9% |
| 3M | -80.4% | -7.9% | -72.5% | -76.2% |
| All | -95.8% | -7.0% | -88.9% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 all: compounded portfolio wealth divided by compounded CLX 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…
all analysis · Full analysis span regression · Available span rolling