-92.5%
CYCU vs SM
+51.5%
-144.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.1% |
| 7D | -2.5% | +2.1% | -4.6% | -2.8% |
| 30D | -25.6% | +18.1% | -43.7% | -27.4% |
| 3M | -39.7% | +17.0% | -56.7% | -40.7% |
| 6M | -74.6% | +55.4% | -130.0% | -78.8% |
| YTD | -84.1% | +108.6% | -192.7% | -89.8% |
| 1Y | -92.5% | +45.7% | -138.2% | -94.8% |
| All | -92.5% | +51.5% | -144.0% | -94.8% |
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