-99.6%
CYCU vs SM
+3.6%
-103.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +14.2% | -0.2% | +14.4% | +14.1% |
| 30D | -33.4% | +20.3% | -53.6% | -36.4% |
| 3M | -44.6% | +22.9% | -67.5% | -48.3% |
| 6M | -73.6% | +47.8% | -121.5% | -77.5% |
| YTD | -84.3% | +107.5% | -191.8% | -88.6% |
| 1Y | -92.9% | +51.7% | -144.7% | -94.3% |
| All | -99.6% | +3.6% | -103.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling