-99.7%
CYCU vs BURL
+4.8%
-104.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.2% | -0.9% | +1.7% |
| 7D | +5.6% | +7.7% | -2.1% | +2.6% |
| 30D | -16.8% | -7.1% | -9.7% | -14.5% |
| 3M | -49.5% | -30.3% | -19.2% | -41.5% |
| 6M | -64.1% | -15.5% | -48.6% | -62.3% |
| YTD | -88.8% | -11.0% | -77.8% | -88.8% |
| 1Y | -86.9% | -8.4% | -78.5% | -87.1% |
| All | -99.7% | +4.8% | -104.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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