+14.8%
UL vs CYCU
-99.9%
+114.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.4% | +3.3% |
| 7D | +4.7% | +1.2% | +3.5% | +4.7% |
| 30D | +11.6% | -31.5% | +43.1% | +11.5% |
| 3M | +5.3% | -62.0% | +67.4% | +5.1% |
| 6M | +16.0% | -67.4% | +83.5% | +16.3% |
| YTD | +5.0% | -88.6% | +93.6% | +4.6% |
| 1Y | +1.1% | -88.5% | +89.6% | +1.0% |
| All | +14.8% | -99.9% | +114.7% | +13.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling