-24.5%
SAP vs CYCU
-99.9%
+75.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -2.9% | -8.1% | +5.1% | -2.9% |
| 30D | +9.0% | -43.0% | +52.0% | +8.7% |
| 3M | +14.9% | -50.8% | +65.8% | +17.4% |
| 6M | +11.9% | -74.1% | +86.0% | +14.3% |
| YTD | -9.9% | -84.0% | +74.1% | -7.9% |
| 1Y | -19.5% | -92.2% | +72.7% | -18.6% |
| All | -24.5% | -99.9% | +75.3% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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