-99.6%
CYCU vs DD
+26.0%
-125.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.4% |
| 7D | +14.2% | -3.8% | +18.0% | +15.8% |
| 30D | -33.4% | -9.2% | -24.1% | -31.0% |
| 3M | -44.6% | -9.0% | -35.6% | -42.5% |
| 6M | -73.6% | -5.0% | -68.7% | -73.0% |
| YTD | -84.3% | +7.4% | -91.7% | -84.5% |
| 1Y | -92.9% | +35.1% | -128.1% | -93.6% |
| All | -99.6% | +26.0% | -125.5% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling