-99.6%
CYCU vs MTB
+26.0%
-125.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.2% |
| 7D | -2.5% | -0.4% | -2.1% | -2.6% |
| 30D | -25.6% | -4.6% | -21.0% | -26.1% |
| 3M | -39.7% | +7.4% | -47.2% | -44.1% |
| 6M | -74.6% | +18.7% | -93.2% | -77.9% |
| YTD | -84.1% | +21.1% | -105.2% | -86.5% |
| 1Y | -92.5% | +24.1% | -116.6% | -93.8% |
| All | -99.6% | +26.0% | -125.6% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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