-99.6%
CYCU vs ACM
-32.6%
-67.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | -8.1% | -3.7% | -4.3% | -8.3% |
| 30D | -43.0% | -11.1% | -31.9% | -42.8% |
| 3M | -50.8% | -8.0% | -42.8% | -51.0% |
| 6M | -74.1% | -29.7% | -44.5% | -67.2% |
| YTD | -84.0% | -29.4% | -54.6% | -80.0% |
| 1Y | -92.2% | -46.4% | -45.8% | -87.4% |
| All | -99.6% | -32.6% | -67.0% | -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 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