-99.7%
CYCU vs FIVE
+168.4%
-268.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +7.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -23.6% | +17.7% | -41.3% | -33.2% |
| 3M | -55.3% | +4.0% | -59.3% | -58.1% |
| 6M | -67.8% | +2.6% | -70.5% | -70.7% |
| YTD | -89.2% | +27.6% | -116.8% | -91.0% |
| 1Y | -87.3% | +59.9% | -147.3% | -90.5% |
| All | -99.7% | +168.4% | -268.1% | -99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling