+31.1%
CME vs CYCU
-99.9%
+131.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +4.8% | +1.2% | +3.6% | +4.8% |
| 30D | +14.2% | -31.5% | +45.7% | +14.2% |
| 3M | +17.9% | -62.0% | +80.0% | +18.0% |
| 6M | +7.2% | -67.4% | +74.7% | +6.8% |
| YTD | +16.7% | -88.6% | +105.3% | +16.3% |
| 1Y | +19.6% | -88.5% | +108.1% | +19.2% |
| All | +31.1% | -99.9% | +131.0% | +33.5% |
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