-35.4%
CMG vs CYCU
-99.9%
+64.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +5.9% |
| 7D | +22.5% | +1.2% | +21.3% | +22.5% |
| 30D | +14.1% | -31.5% | +45.6% | +15.0% |
| 3M | +4.1% | -62.0% | +66.1% | +5.9% |
| 6M | +10.1% | -67.4% | +77.5% | +3.4% |
| YTD | -4.9% | -88.6% | +83.7% | -9.3% |
| 1Y | +10.9% | -88.5% | +99.4% | +4.9% |
| All | -35.4% | -99.9% | +64.5% | -34.9% |
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