-90.2%
SNDQ vs CSGP
-19.5%
-70.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.9% | +8.2% | +5.5% |
| 7D | -18.7% | +1.3% | -20.0% | -21.5% |
| 30D | +69.5% | +2.8% | +66.7% | +54.5% |
| 3M | +54.2% | -6.3% | +60.5% | +77.4% |
| 6M | -69.6% | -3.2% | -66.4% | -66.2% |
| All | -90.2% | -19.5% | -70.7% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling