-99.6%
CYCU vs BURL
+8.1%
-107.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.5% |
| 7D | -8.1% | -2.8% | -5.3% | -7.0% |
| 30D | -43.0% | -28.2% | -14.8% | -34.4% |
| 3M | -50.8% | -17.6% | -33.2% | -46.7% |
| 6M | -74.1% | -11.8% | -62.3% | -73.5% |
| YTD | -84.0% | -8.1% | -75.8% | -84.0% |
| 1Y | -92.2% | -12.0% | -80.3% | -92.1% |
| All | -99.6% | +8.1% | -107.7% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling