-99.6%
CYCU vs ACM
-33.1%
-66.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.9% |
| 7D | +12.5% | -0.3% | +12.8% | +12.5% |
| 30D | -28.2% | -12.9% | -15.3% | -28.0% |
| 3M | -47.8% | -6.4% | -41.5% | -49.2% |
| 6M | -72.9% | -29.2% | -43.7% | -66.1% |
| YTD | -84.1% | -29.9% | -54.2% | -80.2% |
| 1Y | -91.9% | -47.3% | -44.6% | -86.7% |
| All | -99.6% | -33.1% | -66.5% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 5y: compounded portfolio wealth divided by compounded ACM 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…
5y analysis · Full analysis span regression · 6 months rolling