-92.2%
CYCU vs UMAC
+164.0%
-256.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | +0.7% |
| 7D | -8.1% | -0.9% | -7.1% | -7.0% |
| 30D | -43.0% | -7.7% | -35.3% | -43.6% |
| 3M | -50.8% | -26.4% | -24.4% | -57.6% |
| 6M | -74.1% | +61.9% | -136.0% | -81.4% |
| YTD | -84.0% | +86.5% | -170.5% | -88.6% |
| 1Y | -92.2% | +156.3% | -248.5% | -91.1% |
| All | -92.2% | +164.0% | -256.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling