-99.6%
CYCU vs CHD
-5.5%
-94.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -4.3% |
| 7D | +12.5% | -2.9% | +15.4% | +7.1% |
| 30D | -28.2% | -6.2% | -22.0% | -35.3% |
| 3M | -47.8% | +1.6% | -49.4% | -46.8% |
| 6M | -72.9% | -3.5% | -69.4% | -72.8% |
| YTD | -84.1% | +16.2% | -100.3% | -83.1% |
| 1Y | -91.9% | +3.4% | -95.3% | -91.3% |
| All | -99.6% | -5.5% | -94.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling