-99.7%
CYCU vs ACM
-28.1%
-71.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -3.1% | +6.6% | -9.7% | -3.2% |
| 30D | -16.8% | +19.8% | -36.6% | -16.7% |
| 3M | -52.4% | -3.1% | -49.3% | -52.3% |
| 6M | -64.1% | -11.5% | -52.6% | -61.4% |
| YTD | -88.8% | -24.7% | -64.1% | -86.1% |
| 1Y | -88.1% | -45.1% | -43.0% | -79.6% |
| All | -99.7% | -28.1% | -71.6% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling