-99.6%
CYCU vs SM
+3.0%
-102.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.5% | -1.7% |
| 7D | +12.5% | -0.2% | +12.7% | +12.4% |
| 30D | -28.2% | +31.5% | -59.7% | -32.9% |
| 3M | -47.8% | +17.3% | -65.2% | -50.5% |
| 6M | -72.9% | +48.5% | -121.4% | -77.0% |
| YTD | -84.1% | +106.3% | -190.4% | -88.4% |
| 1Y | -91.9% | +47.3% | -139.2% | -93.4% |
| All | -99.6% | +3.0% | -102.5% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling