-99.7%
CYCU vs EL
+65.1%
-164.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.0% | +2.7% |
| 7D | -4.2% | +1.5% | -5.7% | -4.7% |
| 30D | -12.6% | +10.0% | -22.6% | -16.1% |
| 3M | -59.1% | +28.4% | -87.5% | -63.8% |
| 6M | -68.2% | +37.1% | -105.2% | -72.7% |
| YTD | -89.6% | +7.8% | -97.5% | -90.5% |
| 1Y | -93.0% | +26.0% | -119.1% | -94.1% |
| All | -99.7% | +65.1% | -164.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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