-87.1%
SNDQ vs CRH
-17.0%
-70.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.4% | -3.4% | +47.8% | +44.3% |
| 7D | +116.9% | +5.3% | +111.5% | +114.7% |
| 30D | +205.2% | +14.2% | +191.1% | +206.4% |
| 3M | +45.4% | -4.2% | +49.6% | +39.6% |
| 6M | -66.2% | -14.5% | -51.7% | -69.4% |
| All | -87.1% | -17.0% | -70.1% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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