+44.5%
COP vs CYCU
-99.9%
+144.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.1% |
| 7D | +3.0% | -8.1% | +11.1% | +3.0% |
| 30D | +17.5% | -43.0% | +60.5% | +17.6% |
| 3M | +13.4% | -50.8% | +64.2% | +13.6% |
| 6M | +17.7% | -74.1% | +91.9% | +18.6% |
| YTD | +46.6% | -84.0% | +130.6% | +48.6% |
| 1Y | +44.6% | -92.2% | +136.8% | +46.2% |
| All | +44.5% | -99.9% | +144.4% | +48.5% |
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