-93.8%
CYCU vs IRE
-97.3%
+3.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +4.9% |
| 7D | +5.6% | -15.5% | +21.1% | +2.1% |
| 30D | -16.8% | -70.4% | +53.6% | +44.3% |
| 3M | -49.5% | -81.6% | +32.1% | +3.7% |
| 6M | -64.1% | -94.7% | +30.6% | -41.2% |
| YTD | -88.8% | -91.8% | +2.9% | -79.1% |
| 1Y | -86.9% | -97.6% | +10.7% | -83.6% |
| All | -93.8% | -97.3% | +3.5% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling