-100.0%
VIVK vs CYCU
-99.9%
-0.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -1.2% | -26.3% | -27.5% |
| 7D | -68.7% | +1.2% | -69.9% | -68.7% |
| 30D | -90.0% | -31.5% | -58.5% | -90.2% |
| 3M | -98.1% | -62.0% | -36.0% | -98.1% |
| 6M | -99.9% | -67.4% | -32.5% | -99.9% |
| YTD | -99.9% | -88.6% | -11.3% | -99.9% |
| 1Y | -100.0% | -88.5% | -11.5% | -100.0% |
| All | -100.0% | -99.9% | -0.1% | -100.0% |
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 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