-99.6%
CYCU vs EFV
+55.1%
-154.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -0.9% |
| 7D | -8.1% | +1.5% | -9.5% | -12.5% |
| 30D | -43.0% | +1.7% | -44.7% | -46.5% |
| 3M | -50.8% | +8.6% | -59.5% | -55.8% |
| 6M | -74.1% | +11.7% | -85.8% | -77.1% |
| YTD | -84.0% | +19.3% | -103.2% | -86.3% |
| 1Y | -92.2% | +30.2% | -122.4% | -93.6% |
| All | -99.6% | +55.1% | -154.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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