-99.7%
CYCU vs DD
+52.4%
-152.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.6% | -9.9% | -10.2% |
| 7D | -0.9% | +6.7% | -7.6% | -3.8% |
| 30D | -20.1% | +19.4% | -39.6% | -25.7% |
| 3M | -55.2% | +7.6% | -62.9% | -56.7% |
| 6M | -69.9% | +2.9% | -72.8% | -70.6% |
| YTD | -89.9% | +29.9% | -119.8% | -90.8% |
| 1Y | -91.1% | +28.6% | -119.8% | -91.9% |
| All | -99.7% | +52.4% | -152.1% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling