-99.6%
CYCU vs ESTC
-23.5%
-76.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | +14.2% | -3.3% | +17.5% | +15.4% |
| 30D | -33.4% | +13.4% | -46.8% | -35.1% |
| 3M | -44.6% | +41.3% | -86.0% | -49.5% |
| 6M | -73.6% | +62.6% | -136.2% | -77.5% |
| YTD | -84.3% | +14.8% | -99.1% | -84.7% |
| 1Y | -92.9% | -5.1% | -87.9% | -92.5% |
| All | -99.6% | -23.5% | -76.1% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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