-99.6%
CYCU vs FDS
-32.1%
-67.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -5.7% |
| 7D | -8.1% | -1.9% | -6.1% | -11.1% |
| 30D | -43.0% | +9.0% | -52.0% | -36.9% |
| 3M | -50.8% | +18.9% | -69.7% | -43.0% |
| 6M | -74.1% | +35.1% | -109.3% | -70.2% |
| YTD | -84.0% | +5.5% | -89.5% | -82.1% |
| 1Y | -92.2% | -16.8% | -75.4% | -91.8% |
| All | -99.6% | -32.1% | -67.5% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling