-99.6%
CYCU vs Z
-59.5%
-40.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | +0.4% |
| 7D | +12.5% | -3.3% | +15.8% | +13.3% |
| 30D | -28.2% | -3.7% | -24.5% | -27.3% |
| 3M | -47.8% | -7.0% | -40.8% | -46.7% |
| 6M | -72.9% | -29.5% | -43.4% | -70.2% |
| YTD | -84.1% | -52.6% | -31.5% | -81.1% |
| 1Y | -91.9% | -64.0% | -27.9% | -89.2% |
| All | -99.6% | -59.5% | -40.0% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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