-99.6%
CYCU vs USFR
+6.4%
-106.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -4.9% | -3.4% |
| 7D | -5.9% | +0.1% | -6.1% | -3.6% |
| 30D | -32.9% | +0.4% | -33.2% | -28.5% |
| 3M | -33.9% | +1.0% | -35.0% | -11.6% |
| 6M | -75.4% | +2.0% | -77.4% | -58.1% |
| YTD | -84.9% | +2.8% | -87.7% | -72.9% |
| 1Y | -93.2% | +4.1% | -97.3% | -81.7% |
| All | -99.6% | +6.4% | -106.0% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling