-88.5%
CYCU vs FDS
+31.1%
-119.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | +2.9% |
| 7D | +1.2% | +9.4% | -8.2% | +15.6% |
| 30D | -31.5% | +23.8% | -55.3% | -6.0% |
| 3M | -62.0% | +25.1% | -87.2% | -46.9% |
| 6M | -67.4% | +53.8% | -121.2% | -55.5% |
| YTD | -88.6% | +19.6% | -108.1% | -81.7% |
| 1Y | -88.5% | +31.6% | -120.2% | -83.7% |
| All | -88.5% | +31.1% | -119.6% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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