-91.0%
SNDQ vs CMS
-4.6%
-86.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.4% | +13.9% | +9.2% |
| 7D | +66.1% | +4.1% | +62.1% | +44.0% |
| 30D | +122.5% | +10.9% | +111.7% | +56.3% |
| 3M | +11.6% | -0.2% | +11.8% | +15.1% |
| 6M | -82.2% | -4.7% | -77.4% | -73.2% |
| All | -91.0% | -4.6% | -86.4% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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 · 6 months rolling