-99.6%
CYCU vs USFR
+6.4%
-105.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.5% |
| 7D | -2.5% | +0.1% | -2.6% | -1.2% |
| 30D | -25.6% | +0.3% | -25.9% | -21.4% |
| 3M | -39.7% | +1.0% | -40.7% | -20.5% |
| 6M | -74.6% | +1.9% | -76.5% | -57.3% |
| YTD | -84.1% | +2.7% | -86.8% | -71.9% |
| 1Y | -92.5% | +4.0% | -96.5% | -80.0% |
| All | -99.6% | +6.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling