-99.7%
CYCU vs FHN
+11.7%
-111.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.6% | +3.0% |
| 7D | -4.2% | +2.1% | -6.3% | -4.7% |
| 30D | -12.6% | +3.8% | -16.4% | -13.4% |
| 3M | -59.1% | -8.9% | -50.2% | -58.4% |
| 6M | -68.2% | +1.8% | -70.0% | -70.1% |
| YTD | -89.6% | +0.6% | -90.2% | -90.2% |
| 1Y | -93.0% | +12.9% | -106.0% | -93.8% |
| All | -99.7% | +11.7% | -111.4% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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