-95.5%
SNDQ vs CP
+6.3%
-101.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.4% | +9.3% | +8.8% |
| 7D | -20.4% | -2.7% | -17.7% | -19.1% |
| 30D | -54.5% | -3.4% | -51.2% | -54.7% |
| 3M | -79.1% | -0.6% | -78.4% | -77.0% |
| All | -95.5% | +6.3% | -101.8% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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