-92.2%
CYCU vs SAN
+58.9%
-151.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | +0.8% |
| 7D | -8.1% | +1.8% | -9.8% | -11.7% |
| 30D | -43.0% | +2.0% | -45.0% | -46.7% |
| 3M | -50.8% | +19.7% | -70.6% | -60.4% |
| 6M | -74.1% | +30.6% | -104.8% | -80.0% |
| YTD | -84.0% | +28.8% | -112.8% | -87.3% |
| 1Y | -92.2% | +57.8% | -150.0% | -91.7% |
| All | -92.2% | +58.9% | -151.1% | -91.7% |
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