-91.9%
CYCU vs ES
+17.8%
-109.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.3% |
| 7D | +12.5% | +1.4% | +11.1% | +13.6% |
| 30D | -28.2% | -1.2% | -27.0% | -28.8% |
| 3M | -47.8% | +5.0% | -52.8% | -49.9% |
| 6M | -72.9% | -2.8% | -70.1% | -74.7% |
| YTD | -84.1% | +8.6% | -92.7% | -84.5% |
| 1Y | -91.9% | +18.9% | -110.8% | -87.9% |
| All | -91.9% | +17.8% | -109.7% | -87.9% |
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