-99.6%
CYCU vs NYT
+35.9%
-135.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.1% |
| 7D | -2.5% | -0.7% | -1.8% | -3.0% |
| 30D | -25.6% | +4.5% | -30.1% | -23.1% |
| 3M | -39.7% | -8.5% | -31.2% | -47.4% |
| 6M | -74.6% | -15.1% | -59.5% | -77.4% |
| YTD | -84.1% | -3.3% | -80.9% | -86.1% |
| 1Y | -92.5% | +17.0% | -109.5% | -93.5% |
| All | -99.6% | +35.9% | -135.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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