-76.7%
SMR vs CYCU
-99.9%
+23.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.4% |
| 7D | -9.5% | +1.2% | -10.7% | -9.6% |
| 30D | -33.2% | -31.5% | -1.7% | -32.4% |
| 3M | -45.9% | -62.0% | +16.1% | -44.6% |
| 6M | -57.9% | -67.4% | +9.5% | -59.4% |
| YTD | -63.8% | -88.6% | +24.8% | -63.6% |
| 1Y | -85.6% | -88.5% | +2.9% | -85.8% |
| All | -76.7% | -99.9% | +23.2% | -64.2% |
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 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