-99.6%
CYCU vs ALM
+546.6%
-646.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.2% |
| 7D | +14.2% | +3.6% | +10.6% | +12.9% |
| 30D | -33.4% | +33.8% | -67.2% | -38.9% |
| 3M | -44.6% | +14.8% | -59.4% | -50.1% |
| 6M | -73.6% | -7.0% | -66.7% | -76.1% |
| YTD | -84.3% | +108.1% | -192.4% | -86.3% |
| 1Y | -92.9% | +313.8% | -406.7% | -93.9% |
| All | -99.6% | +546.6% | -646.1% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling