-99.6%
CYCU vs ES
+22.5%
-122.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -2.1% |
| 7D | +14.2% | 0.0% | +14.2% | +14.1% |
| 30D | -33.4% | -1.0% | -32.3% | -33.6% |
| 3M | -44.6% | +1.5% | -46.1% | -46.5% |
| 6M | -73.6% | -3.5% | -70.1% | -74.7% |
| YTD | -84.3% | +7.0% | -91.3% | -84.8% |
| 1Y | -92.9% | +15.3% | -108.3% | -93.3% |
| All | -99.6% | +22.5% | -122.0% | -99.6% |
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