-1.1%
CI vs CYCU
-99.9%
+98.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | +1.3% | -8.1% | +9.4% | +1.3% |
| 30D | +4.4% | -43.0% | +47.4% | +4.2% |
| 3M | +0.7% | -50.8% | +51.5% | +2.8% |
| 6M | +0.3% | -74.1% | +74.5% | +2.4% |
| YTD | +3.8% | -84.0% | +87.8% | +5.7% |
| 1Y | -5.5% | -92.2% | +86.7% | -3.9% |
| All | -1.1% | -99.9% | +98.8% | -1.1% |
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 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