-95.5%
SNDQ vs CNH
+29.6%
-125.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.9% | +10.9% | +6.7% |
| 7D | -20.4% | -2.5% | -17.9% | -20.7% |
| 30D | -54.5% | +27.0% | -81.5% | -49.7% |
| 3M | -79.1% | +32.6% | -111.7% | -75.2% |
| All | -95.5% | +29.6% | -125.1% | -94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling