-99.6%
CYCU vs M
+53.1%
-152.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.8% |
| 7D | +14.2% | -4.1% | +18.3% | +14.9% |
| 30D | -33.4% | -13.6% | -19.7% | -31.9% |
| 3M | -44.6% | -2.3% | -42.3% | -43.8% |
| 6M | -73.6% | +21.9% | -95.5% | -73.7% |
| YTD | -84.3% | -0.6% | -83.7% | -84.2% |
| 1Y | -92.9% | +29.7% | -122.7% | -93.0% |
| All | -99.6% | +53.1% | -152.7% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling