-99.6%
CYCU vs DTE
+10.1%
-109.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -2.5% |
| 7D | +14.2% | 0.0% | +14.2% | +14.0% |
| 30D | -33.4% | -0.5% | -32.8% | -33.5% |
| 3M | -44.6% | -6.0% | -38.6% | -46.7% |
| 6M | -73.6% | -7.2% | -66.4% | -74.6% |
| YTD | -84.3% | +7.2% | -91.5% | -84.4% |
| 1Y | -92.9% | +4.1% | -97.0% | -93.0% |
| All | -99.6% | +10.1% | -109.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling