-19.1%
SE vs CYCU
-99.9%
+80.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | -6.1% | -8.1% | +2.0% | -6.1% |
| 30D | -2.5% | -43.0% | +40.5% | -2.5% |
| 3M | +21.7% | -50.8% | +72.6% | +24.7% |
| 6M | +27.0% | -74.1% | +101.1% | +30.7% |
| YTD | -12.1% | -84.0% | +71.8% | -9.0% |
| 1Y | -40.9% | -92.2% | +51.3% | -40.7% |
| All | -19.1% | -99.9% | +80.7% | +13.0% |
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