-99.6%
CYCU vs CHD
-8.1%
-91.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | -1.1% |
| 7D | -2.5% | -4.7% | +2.2% | -10.3% |
| 30D | -25.6% | -8.3% | -17.3% | -35.5% |
| 3M | -39.7% | -4.0% | -35.7% | -41.9% |
| 6M | -74.6% | -6.5% | -68.0% | -75.6% |
| YTD | -84.1% | +13.1% | -97.2% | -83.9% |
| 1Y | -92.5% | +2.3% | -94.8% | -92.4% |
| All | -99.6% | -8.1% | -91.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling