-99.6%
CYCU vs BAH
-37.0%
-62.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -1.1% |
| 7D | +12.5% | -4.3% | +16.8% | +10.8% |
| 30D | -28.2% | -4.5% | -23.7% | -29.1% |
| 3M | -47.8% | -7.6% | -40.2% | -44.8% |
| 6M | -72.9% | -10.6% | -62.3% | -71.1% |
| YTD | -84.1% | -12.6% | -71.5% | -83.0% |
| 1Y | -91.9% | -27.0% | -64.9% | -90.9% |
| All | -99.6% | -37.0% | -62.5% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 5y: compounded portfolio wealth divided by compounded BAH 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…
5y analysis · Full analysis span regression · 6 months rolling