-0.4%
TLT vs CYCU
-99.9%
+99.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | +1.0% | +1.2% | -0.3% | +1.0% |
| 30D | +6.0% | -31.5% | +37.6% | +6.0% |
| 3M | -0.9% | -62.0% | +61.1% | -1.0% |
| 6M | -2.3% | -67.4% | +65.2% | -2.5% |
| YTD | -3.3% | -88.6% | +85.3% | -4.0% |
| 1Y | -5.6% | -88.5% | +82.9% | -6.1% |
| All | -0.4% | -99.9% | +99.5% | -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