-99.7%
CYCU vs M
+80.0%
-179.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -3.1% | +5.0% | -8.2% | -3.6% |
| 30D | -16.8% | +10.6% | -27.5% | -17.8% |
| 3M | -52.4% | +1.6% | -54.0% | -52.4% |
| 6M | -64.1% | +30.8% | -94.9% | -64.7% |
| YTD | -88.8% | +16.9% | -105.7% | -89.0% |
| 1Y | -88.1% | +26.3% | -114.4% | -88.2% |
| All | -99.7% | +80.0% | -179.7% | -99.7% |
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