-95.7%
SNDQ vs CMI
-12.4%
-83.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +2.8% | -26.6% | -15.1% |
| 7D | -30.8% | -0.7% | -30.1% | -30.6% |
| 30D | -51.7% | -13.4% | -38.3% | -67.6% |
| 3M | -78.0% | -17.0% | -61.0% | -81.3% |
| All | -95.7% | -12.4% | -83.3% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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