-92.2%
CYCU vs M
+46.1%
-138.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.8% |
| 7D | -8.1% | +4.7% | -12.8% | -8.7% |
| 30D | -43.0% | -9.6% | -33.3% | -42.0% |
| 3M | -50.8% | +0.9% | -51.7% | -49.6% |
| 6M | -74.1% | +22.3% | -96.4% | -73.3% |
| YTD | -84.0% | +6.5% | -90.5% | -84.0% |
| 1Y | -92.2% | +38.8% | -131.0% | -88.9% |
| All | -92.2% | +46.1% | -138.4% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling