-99.6%
CYCU vs DVA
+14.8%
-114.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -25.6% | +1.7% | -27.3% | -25.7% |
| 3M | -39.7% | -8.7% | -31.1% | -41.9% |
| 6M | -74.6% | +19.7% | -94.2% | -77.4% |
| YTD | -84.1% | +59.6% | -143.8% | -87.7% |
| 1Y | -92.5% | +37.1% | -129.6% | -93.6% |
| All | -99.6% | +14.8% | -114.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling