-99.6%
CYCU vs UMAC
+95.0%
-194.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -3.7% |
| 7D | -5.9% | -3.4% | -2.5% | -4.8% |
| 30D | -32.9% | -15.1% | -17.8% | -30.3% |
| 3M | -33.9% | -10.8% | -23.2% | -39.7% |
| 6M | -75.4% | +15.7% | -91.0% | -79.6% |
| YTD | -84.9% | +80.1% | -165.1% | -88.4% |
| 1Y | -93.2% | +116.7% | -210.0% | -95.0% |
| All | -99.6% | +95.0% | -194.6% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling