+7.3%
ICE vs CYCU
-99.9%
+107.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.3% |
| 7D | +12.2% | +1.2% | +11.0% | +12.2% |
| 30D | +15.0% | -31.5% | +46.5% | +15.1% |
| 3M | +17.6% | -62.0% | +79.7% | +17.9% |
| 6M | +12.6% | -67.4% | +80.0% | +11.7% |
| YTD | +9.1% | -88.6% | +97.7% | +8.1% |
| 1Y | +20.6% | -88.5% | +109.1% | +19.6% |
| All | +7.3% | -99.9% | +107.2% | +7.9% |
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