-99.6%
CYCU vs USFR
+6.3%
-105.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +14.2% | +0.1% | +14.1% | +15.3% |
| 30D | -33.4% | +0.3% | -33.6% | -30.1% |
| 3M | -44.6% | +1.0% | -45.6% | -26.2% |
| 6M | -73.6% | +1.9% | -75.6% | -55.7% |
| YTD | -84.3% | +2.7% | -87.0% | -72.4% |
| 1Y | -92.9% | +4.0% | -96.9% | -81.3% |
| All | -99.6% | +6.3% | -105.9% | -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 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