-99.7%
CYCU vs ES
+25.1%
-124.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.9% | -11.3% | -10.1% |
| 7D | -0.9% | -1.1% | +0.2% | -1.3% |
| 30D | -20.1% | +8.2% | -28.4% | -16.7% |
| 3M | -55.2% | +0.6% | -55.9% | -54.8% |
| 6M | -69.9% | +6.0% | -75.9% | -70.4% |
| YTD | -89.9% | +9.3% | -99.3% | -90.1% |
| 1Y | -91.1% | +1.1% | -92.3% | -91.3% |
| All | -99.7% | +25.1% | -124.9% | -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