-9.4%
CNH vs CYCU
-99.9%
+90.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | +6.5% | +1.2% | +5.2% | +6.5% |
| 30D | -12.0% | -31.5% | +19.6% | -12.0% |
| 3M | +4.4% | -62.0% | +66.4% | +4.1% |
| 6M | +15.7% | -67.4% | +83.1% | +20.8% |
| YTD | +28.2% | -88.6% | +116.8% | +36.2% |
| 1Y | +14.8% | -88.5% | +103.3% | +21.0% |
| All | -9.4% | -99.9% | +90.5% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling