-91.9%
CYCU vs FIVE
+65.4%
-157.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.9% |
| 7D | +12.5% | +3.7% | +8.8% | +6.2% |
| 30D | -28.2% | +4.0% | -32.2% | -34.3% |
| 3M | -47.8% | +36.2% | -84.1% | -62.6% |
| 6M | -72.9% | +18.0% | -90.9% | -79.9% |
| YTD | -84.1% | +34.9% | -119.0% | -88.7% |
| 1Y | -91.9% | +67.9% | -159.8% | -94.1% |
| All | -91.9% | +65.4% | -157.2% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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