-99.6%
CYCU vs DVA
+14.9%
-114.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -5.9% | -1.3% | -4.6% | -5.8% |
| 30D | -32.9% | 0.0% | -32.9% | -32.9% |
| 3M | -33.9% | -10.9% | -23.0% | -35.8% |
| 6M | -75.4% | +17.3% | -92.6% | -78.0% |
| YTD | -84.9% | +59.8% | -144.7% | -88.3% |
| 1Y | -93.2% | +36.3% | -129.5% | -94.2% |
| All | -99.6% | +14.9% | -114.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling