-99.6%
CYCU vs ALLY
+18.8%
-118.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.8% |
| 7D | -8.1% | +3.7% | -11.7% | -11.4% |
| 30D | -43.0% | -2.3% | -40.7% | -41.3% |
| 3M | -50.8% | +3.8% | -54.7% | -51.7% |
| 6M | -74.1% | +9.7% | -83.8% | -75.8% |
| YTD | -84.0% | -1.4% | -82.6% | -83.9% |
| 1Y | -92.2% | +8.2% | -100.5% | -92.8% |
| All | -99.6% | +18.8% | -118.4% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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