-99.7%
CYCU vs USFR
+7.2%
-106.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.1% | +3.4% |
| 7D | -4.2% | +0.1% | -4.2% | -3.3% |
| 30D | -12.6% | +0.4% | -13.0% | -7.6% |
| 3M | -59.1% | +1.1% | -60.2% | -51.1% |
| 6M | -68.2% | +2.0% | -70.2% | -47.8% |
| YTD | -89.6% | +3.5% | -93.1% | -79.1% |
| 1Y | -93.0% | +4.1% | -97.1% | -85.1% |
| All | -99.7% | +7.2% | -106.9% | -98.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling