-99.6%
CYCU vs SAN
+151.2%
-250.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | 0.0% |
| 7D | +12.5% | +3.3% | +9.2% | +6.3% |
| 30D | -28.2% | +1.1% | -29.3% | -30.0% |
| 3M | -47.8% | +22.2% | -70.0% | -55.2% |
| 6M | -72.9% | +36.0% | -108.9% | -77.8% |
| YTD | -84.1% | +28.2% | -112.3% | -86.7% |
| 1Y | -91.9% | +54.1% | -146.0% | -93.6% |
| All | -99.6% | +151.2% | -250.8% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling