-88.5%
CYCU vs SAN
+23.5%
-112.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.4% | -7.6% | -16.8% |
| 7D | +1.2% | +4.5% | -3.3% | -11.4% |
| 30D | -31.5% | -12.1% | -19.4% | -8.4% |
| 3M | -62.0% | -15.6% | -46.5% | -46.1% |
| 6M | -67.4% | +5.8% | -73.2% | -60.5% |
| YTD | -88.6% | +5.5% | -94.0% | -85.5% |
| 1Y | -88.5% | +23.6% | -112.1% | -82.8% |
| All | -88.5% | +23.5% | -112.0% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling