+90.4%
CVE vs CYCU
-99.9%
+190.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.2% | -6.5% | -7.6% |
| 7D | -12.1% | +1.2% | -13.3% | -12.1% |
| 30D | -9.8% | -31.5% | +21.7% | -9.5% |
| 3M | -0.7% | -62.0% | +61.3% | +0.1% |
| 6M | -4.3% | -67.4% | +63.1% | -5.2% |
| YTD | +70.6% | -88.6% | +159.2% | +73.2% |
| 1Y | +73.2% | -88.5% | +161.7% | +73.9% |
| All | +90.4% | -99.9% | +190.4% | +126.8% |
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