-99.6%
CYCU vs ALLE
+21.9%
-121.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.0% |
| 7D | -8.1% | -0.2% | -7.8% | -8.3% |
| 30D | -43.0% | -6.8% | -36.2% | -44.6% |
| 3M | -50.8% | +21.0% | -71.9% | -50.3% |
| 6M | -74.1% | +1.1% | -75.2% | -75.0% |
| YTD | -84.0% | -0.5% | -83.4% | -84.5% |
| 1Y | -92.2% | -7.3% | -85.0% | -92.6% |
| All | -99.6% | +21.9% | -121.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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