-99.6%
CYCU vs TXG
+421.5%
-521.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.6% | -4.2% |
| 7D | +12.5% | +9.4% | +3.1% | +5.5% |
| 30D | -28.2% | +26.1% | -54.3% | -40.0% |
| 3M | -47.8% | +124.8% | -172.6% | -63.5% |
| 6M | -72.9% | +215.2% | -288.1% | -83.0% |
| YTD | -84.1% | +302.2% | -386.3% | -90.5% |
| 1Y | -91.9% | +370.9% | -462.8% | -95.3% |
| All | -99.6% | +421.5% | -521.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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