-99.7%
CYCU vs BURL
+0.6%
-100.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.6% | +8.3% | +7.3% |
| 7D | -0.4% | +4.1% | -4.5% | -2.0% |
| 30D | -23.6% | -9.5% | -14.2% | -20.8% |
| 3M | -55.3% | -33.5% | -21.8% | -47.4% |
| 6M | -67.8% | -22.1% | -45.8% | -65.0% |
| YTD | -89.2% | -14.6% | -74.6% | -89.0% |
| 1Y | -87.3% | -8.4% | -79.0% | -87.5% |
| All | -99.7% | +0.6% | -100.2% | -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