-99.6%
CYCU vs EL
+45.9%
-145.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -0.2% |
| 7D | +14.2% | -2.4% | +16.5% | +15.3% |
| 30D | -33.4% | +13.7% | -47.0% | -37.8% |
| 3M | -44.6% | +14.5% | -59.1% | -48.5% |
| 6M | -73.6% | +7.4% | -81.0% | -75.3% |
| YTD | -84.3% | -4.7% | -79.6% | -84.8% |
| 1Y | -92.9% | +12.9% | -105.9% | -93.5% |
| All | -99.6% | +45.9% | -145.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling