-92.2%
CYCU vs DD
+41.5%
-133.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | -8.1% | -3.5% | -4.5% | -7.3% |
| 30D | -43.0% | -10.3% | -32.7% | -41.5% |
| 3M | -50.8% | -7.5% | -43.3% | -50.1% |
| 6M | -74.1% | -8.0% | -66.1% | -73.9% |
| YTD | -84.0% | +10.5% | -94.4% | -81.7% |
| 1Y | -92.2% | +38.3% | -130.5% | -88.1% |
| All | -92.2% | +41.5% | -133.7% | -88.1% |
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