-99.6%
CYCU vs ESI
+39.9%
-139.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -3.1% |
| 7D | -8.1% | +3.3% | -11.4% | -9.5% |
| 30D | -43.0% | -5.9% | -37.1% | -41.0% |
| 3M | -50.8% | -14.1% | -36.7% | -50.3% |
| 6M | -74.1% | +6.6% | -80.7% | -75.8% |
| YTD | -84.0% | +45.0% | -129.0% | -86.1% |
| 1Y | -92.2% | +41.5% | -133.7% | -93.3% |
| All | -99.6% | +39.9% | -139.4% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 all: compounded portfolio wealth divided by compounded ESI 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…
all analysis · Full analysis span regression · 6 months rolling