-99.6%
CYCU vs CNI
+24.5%
-124.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.9% |
| 7D | +14.2% | +0.9% | +13.3% | +14.7% |
| 30D | -33.4% | -2.1% | -31.2% | -34.6% |
| 3M | -44.6% | +1.8% | -46.4% | -48.7% |
| 6M | -73.6% | +14.8% | -88.4% | -77.4% |
| YTD | -84.3% | +25.4% | -109.7% | -87.5% |
| 1Y | -92.9% | +32.9% | -125.9% | -94.6% |
| All | -99.6% | +24.5% | -124.0% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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