-99.7%
CYCU vs VCLT
+0.8%
-100.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.4% |
| 7D | -4.2% | -2.3% | -1.9% | -2.7% |
| 30D | -12.6% | +0.8% | -13.3% | -13.2% |
| 3M | -59.1% | -2.7% | -56.4% | -58.0% |
| 6M | -68.2% | -4.3% | -63.9% | -67.9% |
| YTD | -89.6% | -4.3% | -85.3% | -89.5% |
| 1Y | -93.0% | -4.4% | -88.7% | -92.9% |
| All | -99.7% | +0.8% | -100.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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