-99.6%
CYCU vs TRU
-21.5%
-78.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -1.3% |
| 7D | +12.5% | -7.2% | +19.7% | +10.9% |
| 30D | -28.2% | -2.8% | -25.4% | -28.4% |
| 3M | -47.8% | +13.0% | -60.8% | -53.2% |
| 6M | -72.9% | +0.7% | -73.6% | -74.5% |
| YTD | -84.1% | -9.0% | -75.1% | -84.6% |
| 1Y | -91.9% | -16.3% | -75.6% | -91.8% |
| All | -99.6% | -21.5% | -78.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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