-15.8%
SAP vs CYCU
-99.9%
+84.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.2% |
| 7D | +1.3% | +1.2% | +0.1% | +1.3% |
| 30D | +15.5% | -31.5% | +47.1% | +15.4% |
| 3M | +22.8% | -62.0% | +84.8% | +22.3% |
| 6M | +42.5% | -67.4% | +109.9% | +45.3% |
| YTD | +0.5% | -88.6% | +89.1% | +2.6% |
| 1Y | -5.9% | -88.5% | +82.6% | -4.1% |
| All | -15.8% | -99.9% | +84.1% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling