-99.6%
CYCU vs UMAC
+120.7%
-220.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.3% | -10.2% | -5.4% |
| 7D | +12.5% | +14.7% | -2.2% | +5.0% |
| 30D | -28.2% | -0.5% | -27.7% | -30.8% |
| 3M | -47.8% | +0.5% | -48.3% | -55.2% |
| 6M | -72.9% | +57.9% | -130.8% | -79.4% |
| YTD | -84.1% | +103.9% | -188.0% | -88.5% |
| 1Y | -91.9% | +159.3% | -251.1% | -94.4% |
| All | -99.6% | +120.7% | -220.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling