+9.0%
HYG vs CYCU
-99.9%
+108.9%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -0.2% | -8.1% | +7.9% | -0.2% |
| 30D | +0.1% | -43.0% | +43.1% | +0.1% |
| 3M | +0.7% | -50.8% | +51.5% | +0.6% |
| 6M | +1.5% | -74.1% | +75.6% | +1.5% |
| YTD | +2.2% | -84.0% | +86.1% | +2.3% |
| 1Y | +3.9% | -92.2% | +96.1% | +3.8% |
| All | +9.0% | -99.9% | +108.9% | +9.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling