-91.0%
SNDQ vs CRL
+82.6%
-173.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -7.3% | +22.6% | +10.5% |
| 7D | +66.1% | -12.8% | +78.9% | +56.0% |
| 30D | +122.5% | +5.0% | +117.5% | +124.1% |
| 3M | +11.6% | +39.4% | -27.8% | +26.1% |
| 6M | -82.2% | +89.4% | -171.5% | -74.3% |
| All | -91.0% | +82.6% | -173.7% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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