-99.7%
CYCU vs SFM
-70.8%
-28.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.8% | +1.5% |
| 7D | -4.2% | +6.0% | -10.2% | -11.1% |
| 30D | -12.6% | -19.5% | +6.9% | +0.3% |
| 3M | -59.1% | -37.0% | -22.1% | -35.3% |
| 6M | -68.2% | -41.0% | -27.2% | -46.3% |
| YTD | -89.6% | -34.6% | -55.0% | -83.2% |
| 1Y | -93.0% | -36.3% | -56.8% | -88.6% |
| All | -99.7% | -70.8% | -28.9% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling