-18.4%
S vs CYCU
-99.9%
+81.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.4% |
| 7D | -7.7% | -8.1% | +0.3% | -7.7% |
| 30D | -5.3% | -43.0% | +37.6% | -5.3% |
| 3M | +20.3% | -50.8% | +71.1% | +21.6% |
| 6M | +47.4% | -74.1% | +121.5% | +49.4% |
| YTD | +32.5% | -84.0% | +116.5% | +34.6% |
| 1Y | +9.5% | -92.2% | +101.8% | +10.2% |
| All | -18.4% | -99.9% | +81.5% | -3.2% |
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