+240.7%
SNDU vs CFG
+23.8%
+216.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.4% | -8.0% | -7.9% |
| 7D | +16.8% | -1.7% | +18.5% | +18.5% |
| 30D | +64.3% | -4.6% | +68.9% | +72.4% |
| 3M | -36.7% | +7.9% | -44.6% | -39.4% |
| All | +240.7% | +23.8% | +216.8% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 all: compounded portfolio wealth divided by compounded CFG 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…
all analysis · Full analysis span regression · 6 months rolling