-19.2%
SNDU vs CSGP
-33.1%
+13.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.6% | -7.8% | -9.4% |
| 7D | +30.7% | -6.1% | +36.8% | +15.6% |
| 30D | -67.1% | +0.3% | -67.5% | -62.9% |
| 3M | -65.1% | -1.3% | -63.8% | -62.5% |
| 6M | -82.0% | -8.9% | -73.0% | -75.4% |
| All | -19.2% | -33.1% | +13.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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