-99.6%
CYCU vs MTB
+25.5%
-125.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +14.2% | +1.1% | +13.1% | +14.3% |
| 30D | -33.4% | -4.6% | -28.7% | -33.8% |
| 3M | -44.6% | +6.3% | -50.9% | -48.4% |
| 6M | -73.6% | +15.6% | -89.2% | -76.8% |
| YTD | -84.3% | +20.6% | -104.9% | -86.6% |
| 1Y | -92.9% | +22.5% | -115.5% | -94.1% |
| All | -99.6% | +25.5% | -125.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling