-91.2%
CYCU vs IRE
-82.8%
-8.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.2% | -11.1% | -7.9% |
| 7D | +12.5% | +58.9% | -46.4% | -20.9% |
| 30D | -28.2% | +17.2% | -45.4% | -42.0% |
| 3M | -47.8% | -58.6% | +10.8% | -66.1% |
| 6M | -72.9% | -23.5% | -49.4% | -81.5% |
| YTD | -84.1% | -47.4% | -36.7% | -88.3% |
| All | -91.2% | -82.8% | -8.4% | -95.0% |
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