-91.0%
SNDQ vs CNH
+12.4%
-103.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.2% | +15.5% | +15.2% |
| 7D | +66.1% | +6.5% | +59.7% | +68.5% |
| 30D | +122.5% | -12.0% | +134.5% | +109.4% |
| 3M | +11.6% | +4.4% | +7.2% | +11.2% |
| 6M | -82.2% | +15.7% | -97.9% | -81.0% |
| All | -91.0% | +12.4% | -103.4% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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