-92.5%
CYCU vs SAN
+49.3%
-141.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +2.1% |
| 7D | -2.5% | -2.8% | +0.3% | +5.2% |
| 30D | -25.6% | -0.5% | -25.1% | -25.5% |
| 3M | -39.7% | +22.7% | -62.5% | -49.7% |
| 6M | -74.6% | +28.8% | -103.3% | -79.3% |
| YTD | -84.1% | +26.3% | -110.4% | -86.7% |
| 1Y | -92.5% | +48.8% | -141.4% | -93.2% |
| All | -92.5% | +49.3% | -141.8% | -93.2% |
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