+69.0%
CBOE vs CYCU
-99.9%
+168.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.3% |
| 7D | +7.7% | +1.2% | +6.5% | +7.8% |
| 30D | +24.4% | -31.5% | +55.9% | +24.1% |
| 3M | +20.0% | -62.0% | +82.1% | +19.3% |
| 6M | +2.4% | -67.4% | +69.8% | +4.4% |
| YTD | +38.5% | -88.6% | +127.1% | +40.5% |
| 1Y | +39.0% | -88.5% | +127.5% | +41.0% |
| All | +69.0% | -99.9% | +168.9% | +71.1% |
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