-99.6%
CYCU vs PHM
+17.8%
-117.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -8.1% | -3.2% | -4.9% | -9.3% |
| 30D | -43.0% | -6.4% | -36.5% | -44.3% |
| 3M | -50.8% | +5.5% | -56.3% | -53.5% |
| 6M | -74.1% | -5.4% | -68.7% | -74.6% |
| YTD | -84.0% | +6.6% | -90.6% | -85.4% |
| 1Y | -92.2% | -8.8% | -83.4% | -92.3% |
| All | -99.6% | +17.8% | -117.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling