-99.7%
CYCU vs Z
-63.8%
-35.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.6% |
| 7D | -3.1% | -6.5% | +3.3% | -2.2% |
| 30D | -16.8% | -0.1% | -16.7% | -17.3% |
| 3M | -52.4% | -14.1% | -38.3% | -51.1% |
| 6M | -64.1% | -30.1% | -34.0% | -60.9% |
| YTD | -88.8% | -57.5% | -31.3% | -86.5% |
| 1Y | -88.1% | -60.3% | -27.8% | -85.5% |
| All | -99.7% | -63.8% | -35.9% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling