-99.6%
CYCU vs PHM
+10.2%
-109.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +0.5% |
| 7D | -2.5% | -6.4% | +3.8% | -4.6% |
| 30D | -25.6% | -12.1% | -13.5% | -28.9% |
| 3M | -39.7% | -1.5% | -38.2% | -44.1% |
| 6M | -74.6% | -6.0% | -68.5% | -76.3% |
| YTD | -84.1% | -0.3% | -83.8% | -85.9% |
| 1Y | -92.5% | -13.3% | -79.2% | -92.7% |
| All | -99.6% | +10.2% | -109.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling