-99.6%
CYCU vs PHM
+12.6%
-112.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.7% |
| 7D | +14.2% | -3.9% | +18.0% | +12.7% |
| 30D | -33.4% | -8.6% | -24.8% | -35.4% |
| 3M | -44.6% | -2.9% | -41.7% | -47.6% |
| 6M | -73.6% | -5.7% | -67.9% | -75.0% |
| YTD | -84.3% | +1.9% | -86.2% | -85.9% |
| 1Y | -92.9% | -12.3% | -80.6% | -93.1% |
| All | -99.6% | +12.6% | -112.1% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling