-99.6%
CYCU vs MKTX
-13.4%
-86.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -4.5% |
| 7D | -5.9% | -0.2% | -5.7% | -4.3% |
| 30D | -32.9% | +0.7% | -33.6% | -36.3% |
| 3M | -33.9% | +40.8% | -74.7% | -59.5% |
| 6M | -75.4% | -8.0% | -67.4% | -84.8% |
| YTD | -84.9% | -8.7% | -76.2% | -90.7% |
| 1Y | -93.2% | -11.8% | -81.4% | -95.8% |
| All | -99.6% | -13.4% | -86.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling