+214.7%
SNDU vs CRL
+67.6%
+147.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.9% | -9.5% | -8.6% |
| 7D | -12.7% | -3.5% | -9.2% | -11.1% |
| 30D | +35.8% | -2.1% | +37.9% | +36.8% |
| 3M | -54.8% | +48.0% | -102.8% | -67.9% |
| All | +214.7% | +67.6% | +147.2% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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