-93.2%
CYCU vs PHM
-12.7%
-80.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.6% | -6.4% | -3.2% |
| 7D | -5.9% | -5.0% | -1.0% | -10.8% |
| 30D | -32.9% | -8.4% | -24.4% | -39.2% |
| 3M | -33.9% | -4.4% | -29.5% | -40.9% |
| 6M | -75.4% | -3.7% | -71.6% | -78.0% |
| YTD | -84.9% | +1.3% | -86.2% | -86.9% |
| 1Y | -93.2% | -14.0% | -79.2% | -93.9% |
| All | -93.2% | -12.7% | -80.5% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 1y: compounded portfolio wealth divided by compounded PHM 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…
1y analysis · Full analysis span regression · 6 months rolling