-99.7%
CYCU vs ES
+22.2%
-121.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.1% |
| 7D | +5.6% | -0.1% | +5.6% | +5.7% |
| 30D | -16.8% | +5.7% | -22.6% | -14.3% |
| 3M | -49.5% | -2.8% | -46.7% | -49.8% |
| 6M | -64.1% | +7.0% | -71.1% | -65.0% |
| YTD | -88.8% | +6.8% | -95.6% | -89.1% |
| 1Y | -86.9% | -0.5% | -86.4% | -87.4% |
| All | -99.7% | +22.2% | -121.9% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling