-99.7%
CYCU vs ALLE
+48.3%
-148.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.8% | +0.6% | +4.4% |
| 7D | +5.6% | -0.6% | +6.2% | +5.2% |
| 30D | -16.8% | +26.6% | -43.4% | -8.4% |
| 3M | -49.5% | +13.2% | -62.6% | -46.7% |
| 6M | -64.1% | +42.9% | -107.0% | -61.0% |
| YTD | -88.8% | +21.0% | -109.8% | -88.2% |
| 1Y | -86.9% | +15.2% | -102.1% | -86.2% |
| All | -99.7% | +48.3% | -148.0% | -99.7% |
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