-99.6%
CYCU vs DTE
+8.7%
-108.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | -0.4% |
| 7D | -2.5% | -2.0% | -0.5% | -4.9% |
| 30D | -25.6% | -2.4% | -23.2% | -27.5% |
| 3M | -39.7% | -7.3% | -32.4% | -42.9% |
| 6M | -74.6% | -7.6% | -66.9% | -75.8% |
| YTD | -84.1% | +5.8% | -90.0% | -84.4% |
| 1Y | -92.5% | +2.3% | -94.8% | -92.7% |
| All | -99.6% | +8.7% | -108.2% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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