-99.6%
CYCU vs FTV
-5.9%
-93.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.5% |
| 7D | -8.1% | -4.5% | -3.6% | -9.0% |
| 30D | -43.0% | -7.1% | -35.9% | -43.7% |
| 3M | -50.8% | -7.2% | -43.7% | -49.8% |
| 6M | -74.1% | -1.5% | -72.6% | -74.8% |
| YTD | -84.0% | +3.5% | -87.4% | -84.8% |
| 1Y | -92.2% | +20.3% | -112.6% | -93.3% |
| All | -99.6% | -5.9% | -93.6% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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