+13.1%
EMB vs CYCU
-99.9%
+113.0%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | 0.0% | -8.1% | +8.0% | 0.0% |
| 30D | -0.3% | -43.0% | +42.7% | -0.3% |
| 3M | -0.4% | -50.8% | +50.4% | -0.5% |
| 6M | +0.1% | -74.1% | +74.2% | 0.0% |
| YTD | +1.6% | -84.0% | +85.6% | +1.5% |
| 1Y | +5.6% | -92.2% | +97.8% | +5.4% |
| All | +13.1% | -99.9% | +113.0% | +13.2% |
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