-88.5%
CYCU vs ES
-1.6%
-86.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.2% | +0.4% |
| 7D | +1.2% | +5.3% | -4.1% | +5.4% |
| 30D | -31.5% | +8.9% | -40.4% | -26.5% |
| 3M | -62.0% | -1.9% | -60.1% | -62.5% |
| 6M | -67.4% | +3.9% | -71.3% | -69.0% |
| YTD | -88.6% | +8.3% | -96.9% | -89.0% |
| 1Y | -88.5% | -0.1% | -88.4% | -89.1% |
| All | -88.5% | -1.6% | -86.9% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling