-32.2%
CMG vs CYCU
-99.9%
+67.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | -2.8% | -8.1% | +5.2% | -2.7% |
| 30D | +7.1% | -43.0% | +50.1% | +8.3% |
| 3M | +31.2% | -50.8% | +82.0% | +22.4% |
| 6M | +0.7% | -74.1% | +74.8% | -5.4% |
| YTD | -0.1% | -84.0% | +83.9% | -5.2% |
| 1Y | -10.7% | -92.2% | +81.5% | -16.7% |
| All | -32.2% | -99.9% | +67.7% | -32.0% |
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 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