-99.7%
CYCU vs M
+65.7%
-165.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.6% | +11.3% | +7.2% |
| 7D | -0.4% | -4.3% | +3.9% | +0.1% |
| 30D | -23.6% | +1.3% | -24.9% | -23.8% |
| 3M | -55.3% | -7.4% | -48.0% | -54.9% |
| 6M | -67.8% | +18.3% | -86.2% | -68.0% |
| YTD | -89.2% | +7.6% | -96.8% | -89.2% |
| 1Y | -87.3% | +17.4% | -104.7% | -87.3% |
| All | -99.7% | +65.7% | -165.4% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling