-1.1%
QS vs CYCU
-99.9%
+98.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.6% |
| 7D | -2.3% | -8.1% | +5.7% | -2.2% |
| 30D | -0.7% | -43.0% | +42.3% | -0.1% |
| 3M | -39.6% | -50.8% | +11.2% | -40.0% |
| 6M | -21.7% | -74.1% | +52.4% | -21.0% |
| YTD | -47.4% | -84.0% | +36.6% | -46.0% |
| 1Y | -28.4% | -92.2% | +63.9% | -29.8% |
| All | -1.1% | -99.9% | +98.8% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling