+58.9%
CFG vs CYCU
-99.9%
+158.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +1.5% | -8.1% | +9.6% | +1.6% |
| 30D | -3.8% | -43.0% | +39.1% | -3.6% |
| 3M | +11.5% | -50.8% | +62.3% | +11.9% |
| 6M | +19.2% | -74.1% | +93.3% | +20.5% |
| YTD | +23.7% | -84.0% | +107.7% | +26.1% |
| 1Y | +38.8% | -92.2% | +131.1% | +40.0% |
| All | +58.9% | -99.9% | +158.8% | +76.3% |
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 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