-99.7%
CYCU vs SAN
+115.0%
-214.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -1.3% |
| 7D | -3.1% | +10.8% | -13.9% | -19.0% |
| 30D | -16.8% | -5.7% | -11.1% | -10.5% |
| 3M | -52.4% | -13.4% | -39.0% | -41.7% |
| 6M | -64.1% | +3.5% | -67.6% | -61.1% |
| YTD | -88.8% | +9.7% | -98.6% | -88.2% |
| 1Y | -88.1% | +20.9% | -109.0% | -87.8% |
| All | -99.7% | +115.0% | -214.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling