+3.9%
COF vs CYCU
-99.9%
+103.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.1% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | +5.7% | -31.5% | +37.2% | +5.9% |
| 3M | -6.7% | -62.0% | +55.3% | -6.4% |
| 6M | +9.5% | -67.4% | +76.9% | +10.7% |
| YTD | -13.9% | -88.6% | +74.7% | -11.3% |
| 1Y | -5.1% | -88.5% | +83.4% | -2.9% |
| All | +3.9% | -99.9% | +103.8% | +17.0% |
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