-99.6%
CYCU vs TW
-19.9%
-79.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -8.0% |
| 7D | -5.9% | -4.5% | -1.5% | -19.0% |
| 30D | -32.9% | -2.3% | -30.6% | -40.0% |
| 3M | -33.9% | +2.6% | -36.5% | -27.9% |
| 6M | -75.4% | -17.5% | -57.8% | -72.4% |
| YTD | -84.9% | -5.3% | -79.6% | -83.1% |
| 1Y | -93.2% | -14.8% | -78.5% | -92.5% |
| All | -99.6% | -19.9% | -79.6% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling