-88.5%
CYCU vs SARO
-7.8%
-80.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -2.5% |
| 7D | +1.2% | +15.8% | -14.6% | -9.7% |
| 30D | -31.5% | +22.2% | -53.7% | -41.8% |
| 3M | -62.0% | -16.2% | -45.8% | -54.9% |
| 6M | -67.4% | +4.6% | -72.0% | -67.7% |
| YTD | -88.6% | -10.4% | -78.2% | -87.5% |
| 1Y | -88.5% | -6.5% | -82.0% | -87.4% |
| All | -88.5% | -7.8% | -80.7% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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