+22.3%
ENB vs CYCU
-99.9%
+122.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.3% |
| 7D | +0.5% | +1.2% | -0.7% | +0.5% |
| 30D | +6.0% | -31.5% | +37.5% | +6.0% |
| 3M | -7.4% | -62.0% | +54.6% | -7.3% |
| 6M | -8.5% | -67.4% | +58.9% | -8.9% |
| YTD | +6.1% | -88.6% | +94.7% | +5.3% |
| 1Y | +9.4% | -88.5% | +97.9% | +8.6% |
| All | +22.3% | -99.9% | +122.2% | +28.4% |
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