-99.7%
CYCU vs BURL
+2.2%
-101.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -2.9% | -8.2% | -10.0% |
| 7D | -12.0% | +3.5% | -15.5% | -13.1% |
| 30D | -31.5% | -9.3% | -22.2% | -28.9% |
| 3M | -63.9% | -32.1% | -31.8% | -57.8% |
| 6M | -68.6% | -19.8% | -48.8% | -66.3% |
| YTD | -89.9% | -13.2% | -76.7% | -89.7% |
| 1Y | -88.7% | -7.8% | -80.9% | -88.9% |
| All | -99.7% | +2.2% | -101.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling