-15.6%
BAX vs CYCU
-99.9%
+84.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.0% |
| 7D | -1.1% | -8.1% | +6.9% | -1.1% |
| 30D | -5.5% | -43.0% | +37.5% | -4.8% |
| 3M | +33.5% | -50.8% | +84.4% | +27.2% |
| 6M | +35.9% | -74.1% | +110.0% | +29.2% |
| YTD | +35.4% | -84.0% | +119.3% | +28.4% |
| 1Y | +9.8% | -92.2% | +102.0% | +5.5% |
| All | -15.6% | -99.9% | +84.3% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling