-92.8%
CYCU vs M
+35.8%
-128.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +12.5% | +2.4% | +10.1% | +12.1% |
| 30D | -28.2% | -11.6% | -16.6% | -26.8% |
| 3M | -47.8% | +1.6% | -49.5% | -46.3% |
| 6M | -72.9% | +25.2% | -98.1% | -71.7% |
| YTD | -84.1% | +3.8% | -87.9% | -84.1% |
| All | -92.8% | +35.8% | -128.6% | -90.2% |
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