+10.6%
COF vs CYCU
-99.9%
+110.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +1.8% | -8.1% | +9.9% | +1.9% |
| 30D | -0.6% | -43.0% | +42.4% | -0.3% |
| 3M | +20.3% | -50.8% | +71.1% | +21.4% |
| 6M | +13.0% | -74.1% | +87.1% | +15.2% |
| YTD | -8.3% | -84.0% | +75.6% | -5.6% |
| 1Y | -1.5% | -92.2% | +90.8% | +0.4% |
| All | +10.6% | -99.9% | +110.5% | +24.4% |
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