-95.5%
SNDQ vs CMS
-9.0%
-86.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.7% | +11.0% |
| 7D | -20.4% | -1.3% | -19.0% | -15.8% |
| 30D | -54.5% | -2.8% | -51.7% | -51.4% |
| 3M | -79.1% | -7.1% | -71.9% | -65.9% |
| All | -95.5% | -9.0% | -86.5% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling