-88.0%
SNDQ vs CSGP
-20.6%
-67.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.7% | -2.2% | +2.3% |
| 7D | +58.7% | +1.3% | +57.4% | +54.8% |
| 30D | +194.6% | +10.7% | +183.9% | +126.7% |
| 3M | +18.9% | +3.3% | +15.6% | -10.6% |
| 6M | -68.3% | -10.3% | -58.0% | -55.4% |
| All | -88.0% | -20.6% | -67.3% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling