-11.8%
SNDU vs CF
-2.8%
-9.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.5% | +0.7% | +26.7% | +28.3% |
| 7D | -20.3% | +10.4% | -30.7% | -6.5% |
| 30D | -64.4% | +7.6% | -72.0% | -58.6% |
| 3M | -57.5% | +5.2% | -62.6% | -50.8% |
| 6M | -82.9% | -0.1% | -82.8% | -80.8% |
| All | -11.8% | -2.8% | -9.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 3y: compounded portfolio wealth divided by compounded CF 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…
3y analysis · Full analysis span regression · 6 months rolling