-92.2%
CYCU vs SM
+36.8%
-129.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.0% |
| 7D | -8.1% | -0.5% | -7.6% | -8.2% |
| 30D | -43.0% | +25.6% | -68.5% | -44.8% |
| 3M | -50.8% | +8.0% | -58.9% | -50.7% |
| 6M | -74.1% | +50.8% | -124.9% | -78.4% |
| YTD | -84.0% | +97.9% | -181.9% | -89.2% |
| 1Y | -92.2% | +33.8% | -126.0% | -94.4% |
| All | -92.2% | +36.8% | -129.0% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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