-88.5%
CYCU vs DD
+49.3%
-137.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.2% |
| 7D | +1.2% | +8.7% | -7.5% | -2.9% |
| 30D | -31.5% | +15.3% | -46.9% | -36.2% |
| 3M | -62.0% | +5.9% | -68.0% | -63.2% |
| 6M | -67.4% | +11.6% | -79.0% | -68.4% |
| YTD | -88.6% | +26.5% | -115.1% | -87.7% |
| 1Y | -88.5% | +35.4% | -123.9% | -86.4% |
| All | -88.5% | +49.3% | -137.8% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling