-99.9%
DFNS vs CYCU
-99.9%
+0.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -1.2% | -17.2% | -18.2% |
| 7D | -27.7% | +1.2% | -28.9% | -27.8% |
| 30D | -58.0% | -31.5% | -26.4% | -55.9% |
| 3M | -94.0% | -62.0% | -31.9% | -93.3% |
| 6M | -94.6% | -67.4% | -27.2% | -95.1% |
| YTD | -99.4% | -88.6% | -10.8% | -99.5% |
| 1Y | -99.6% | -88.5% | -11.1% | -99.7% |
| All | -99.9% | -99.9% | +0.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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