+38.4%
CHRW vs CYCU
-99.9%
+138.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +4.9% | +1.2% | +3.7% | +4.9% |
| 30D | -4.8% | -31.5% | +26.7% | -5.6% |
| 3M | -13.1% | -62.0% | +48.9% | -14.9% |
| 6M | -16.3% | -67.4% | +51.1% | -6.4% |
| YTD | -15.8% | -88.6% | +72.8% | -5.7% |
| 1Y | -11.1% | -88.5% | +77.4% | -0.6% |
| All | +38.4% | -99.9% | +138.3% | +54.7% |
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