-93.0%
CYCU vs SAN
+12.6%
-105.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +1.6% |
| 7D | -4.2% | +4.0% | -8.2% | -13.4% |
| 30D | -12.6% | -7.8% | -4.8% | +2.8% |
| 3M | -59.1% | -16.4% | -42.7% | -39.6% |
| 6M | -68.2% | +3.5% | -71.7% | -62.3% |
| YTD | -89.6% | +6.7% | -96.3% | -87.5% |
| 1Y | -93.0% | +14.5% | -107.5% | -90.9% |
| All | -93.0% | +12.6% | -105.7% | -90.9% |
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