+54.2%
SNDQ vs CMS
+1.0%
+53.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.4% | +5.8% |
| 7D | -18.7% | +1.7% | -20.4% | -22.7% |
| 30D | +69.5% | +6.2% | +63.3% | +55.6% |
| 3M | +54.2% | +0.6% | +53.6% | +13.0% |
| All | +54.2% | +1.0% | +53.2% | +13.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling