-95.7%
SNDQ vs CME
-0.8%
-94.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -0.3% | -23.5% | -23.2% |
| 7D | -30.8% | -1.6% | -29.2% | -28.2% |
| 30D | -51.7% | +6.2% | -58.0% | -59.5% |
| 3M | -78.0% | +10.4% | -88.4% | -83.9% |
| All | -95.7% | -0.8% | -94.9% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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