-5.8%
AR vs CYCU
-99.9%
+94.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -6.3% |
| 7D | -11.1% | +1.2% | -12.3% | -11.1% |
| 30D | +7.9% | -31.5% | +39.4% | +8.0% |
| 3M | +4.9% | -62.0% | +66.9% | +5.0% |
| 6M | -5.3% | -67.4% | +62.1% | -5.0% |
| YTD | +8.6% | -88.6% | +97.2% | +10.3% |
| 1Y | +13.7% | -88.5% | +102.2% | +15.3% |
| All | -5.8% | -99.9% | +94.1% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling