+110.6%
CCJ vs CYCU
-99.9%
+210.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | +0.7% | -8.1% | +8.8% | +0.8% |
| 30D | +6.9% | -43.0% | +49.8% | +7.5% |
| 3M | -11.6% | -50.8% | +39.2% | -12.3% |
| 6M | -16.2% | -74.1% | +57.9% | -15.8% |
| YTD | +10.1% | -84.0% | +94.1% | +11.9% |
| 1Y | +32.3% | -92.2% | +124.5% | +31.4% |
| All | +110.6% | -99.9% | +210.5% | +157.0% |
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