+4.5%
LQD vs CYCU
-99.9%
+104.4%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +0.8% |
| 7D | +0.4% | +1.2% | -0.8% | +0.4% |
| 30D | +2.6% | -31.5% | +34.1% | +2.6% |
| 3M | -1.7% | -62.0% | +60.3% | -1.7% |
| 6M | -1.9% | -67.4% | +65.5% | -2.1% |
| YTD | -2.2% | -88.6% | +86.4% | -2.5% |
| 1Y | -1.9% | -88.5% | +86.6% | -2.2% |
| All | +4.5% | -99.9% | +104.4% | +2.5% |
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