+240.7%
SNDU vs CP
+8.3%
+232.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.4% | -6.2% | -8.1% |
| 7D | +16.8% | -2.7% | +19.5% | +15.3% |
| 30D | +64.3% | -3.4% | +67.6% | +62.6% |
| 3M | -36.7% | -0.6% | -36.0% | -37.7% |
| All | +240.7% | +8.3% | +232.4% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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