-99.6%
CYCU vs DTE
+7.3%
-106.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -6.4% |
| 7D | -5.9% | -2.6% | -3.4% | -8.9% |
| 30D | -32.9% | -4.4% | -28.5% | -36.2% |
| 3M | -33.9% | -8.3% | -25.6% | -38.4% |
| 6M | -75.4% | -8.1% | -67.3% | -76.9% |
| YTD | -84.9% | +4.4% | -89.3% | -85.4% |
| 1Y | -93.2% | +0.2% | -93.4% | -93.5% |
| All | -99.6% | +7.3% | -106.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling