-74.1%
CYCU vs FIVE
+12.1%
-86.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -11.7% |
| 7D | -8.1% | +4.3% | -12.3% | -16.7% |
| 30D | -43.0% | +12.5% | -55.5% | -61.6% |
| 3M | -50.8% | +31.2% | -82.1% | -69.4% |
| 6M | -74.1% | +14.4% | -88.5% | -83.9% |
| All | -74.1% | +12.1% | -86.2% | -83.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling