-99.6%
CYCU vs EXEL
+66.3%
-165.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.9% |
| 7D | +14.2% | -0.3% | +14.5% | +14.4% |
| 30D | -33.4% | +10.1% | -43.5% | -36.1% |
| 3M | -44.6% | +10.1% | -54.7% | -45.0% |
| 6M | -73.6% | +37.7% | -111.3% | -74.3% |
| YTD | -84.3% | +33.1% | -117.4% | -84.7% |
| 1Y | -92.9% | +52.4% | -145.3% | -93.1% |
| All | -99.6% | +66.3% | -165.8% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling