-74.6%
CYCU vs BOXX
+1.9%
-76.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.4% |
| 7D | -2.5% | 0.0% | -2.6% | +0.2% |
| 30D | -25.6% | +0.3% | -25.9% | -11.3% |
| 3M | -39.7% | +1.0% | -40.7% | -41.1% |
| 6M | -74.6% | +1.9% | -76.5% | -86.3% |
| All | -74.6% | +1.9% | -76.5% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 6mo: compounded portfolio wealth divided by compounded BOXX 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…
6mo analysis · Full analysis span regression · 6 months rolling