-20.0%
QS vs CYCU
-99.9%
+79.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.7% | +7.5% |
| 7D | +4.5% | +1.2% | +3.3% | +4.5% |
| 30D | -4.1% | -31.5% | +27.4% | -3.6% |
| 3M | -22.1% | -62.0% | +39.9% | -21.3% |
| 6M | -38.4% | -67.4% | +29.0% | -38.5% |
| YTD | -57.5% | -88.6% | +31.1% | -56.2% |
| 1Y | -71.3% | -88.5% | +17.2% | -70.9% |
| All | -20.0% | -99.9% | +79.9% | -4.3% |
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