-88.5%
CYCU vs SFM
-35.8%
-52.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.6% | -4.8% | -7.9% |
| 7D | +1.2% | -12.3% | +13.5% | +7.5% |
| 30D | -31.5% | -16.2% | -15.3% | -24.1% |
| 3M | -62.0% | -36.8% | -25.3% | -21.4% |
| 6M | -67.4% | -32.6% | -34.8% | -34.6% |
| YTD | -88.6% | -31.7% | -56.9% | -77.6% |
| 1Y | -88.5% | -35.0% | -53.5% | -76.9% |
| All | -88.5% | -35.8% | -52.7% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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