-99.6%
CYCU vs UMAC
+99.9%
-199.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +2.7% |
| 7D | -2.5% | -4.0% | +1.5% | -1.1% |
| 30D | -25.6% | -9.4% | -16.2% | -25.2% |
| 3M | -39.7% | +3.0% | -42.7% | -47.1% |
| 6M | -74.6% | +27.2% | -101.8% | -79.4% |
| YTD | -84.1% | +84.7% | -168.8% | -87.9% |
| 1Y | -92.5% | +136.5% | -229.0% | -94.6% |
| All | -99.6% | +99.9% | -199.5% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling