+57.2%
ELF vs CYCU
-99.9%
+157.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | -1.5% | +1.2% | -2.7% | -1.6% |
| 30D | +9.5% | -31.5% | +41.0% | +9.7% |
| 3M | +29.4% | -62.0% | +91.4% | +29.9% |
| 6M | +83.7% | -67.4% | +151.1% | +86.0% |
| YTD | +49.4% | -88.6% | +138.0% | +56.3% |
| 1Y | -3.9% | -88.5% | +84.6% | -1.1% |
| All | +57.2% | -99.9% | +157.1% | +83.8% |
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