-99.6%
CYCU vs SFM
-59.6%
-40.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +3.2% |
| 7D | -2.5% | -8.8% | +6.3% | +11.5% |
| 30D | -25.6% | -14.5% | -11.1% | -10.0% |
| 3M | -39.7% | -16.8% | -22.9% | -24.5% |
| 6M | -74.6% | -5.3% | -69.2% | -69.6% |
| YTD | -84.1% | -9.4% | -74.8% | -80.9% |
| 1Y | -92.5% | -46.2% | -46.3% | -89.4% |
| All | -99.6% | -59.6% | -40.0% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling