+6.5%
CL vs CYCU
-99.9%
+106.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -2.2% | -8.1% | +5.9% | -2.2% |
| 30D | -4.8% | -43.0% | +38.1% | -5.0% |
| 3M | +4.9% | -50.8% | +55.7% | +6.1% |
| 6M | -5.7% | -74.1% | +68.4% | -4.9% |
| YTD | +14.4% | -84.0% | +98.3% | +15.1% |
| 1Y | +8.7% | -92.2% | +101.0% | +9.9% |
| All | +6.5% | -99.9% | +106.4% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling