-99.6%
CYCU vs SARO
-10.3%
-89.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.5% | -5.9% |
| 7D | -5.9% | -3.1% | -2.8% | -4.1% |
| 30D | -32.9% | -12.2% | -20.6% | -27.2% |
| 3M | -33.9% | -7.4% | -26.6% | -29.7% |
| 6M | -75.4% | -15.3% | -60.1% | -73.1% |
| YTD | -84.9% | -16.2% | -68.7% | -83.4% |
| 1Y | -93.2% | -12.1% | -81.1% | -92.7% |
| All | -99.6% | -10.3% | -89.3% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling