-99.6%
CYCU vs EL
+50.2%
-149.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | 0.0% |
| 7D | +12.5% | +1.7% | +10.8% | +11.6% |
| 30D | -28.2% | +15.5% | -43.7% | -33.4% |
| 3M | -47.8% | +20.6% | -68.4% | -52.6% |
| 6M | -72.9% | +10.5% | -83.4% | -74.9% |
| YTD | -84.1% | -1.9% | -82.2% | -84.8% |
| 1Y | -91.9% | +16.1% | -107.9% | -92.6% |
| All | -99.6% | +50.2% | -149.8% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling