+268.6%
SNDU vs CMS
-10.3%
+278.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +0.2% |
| 7D | +26.6% | +0.2% | +26.4% | +27.4% |
| 30D | +86.8% | -1.3% | +88.1% | +77.8% |
| 3M | -32.4% | -5.4% | -27.0% | -42.0% |
| All | +268.6% | -10.3% | +278.9% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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 · Available span rolling