+120.7%
EWT vs CYCU
-99.9%
+220.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.9% |
| 7D | +4.0% | -8.1% | +12.0% | +4.0% |
| 30D | +10.3% | -43.0% | +53.3% | +10.9% |
| 3M | +6.1% | -50.8% | +56.9% | +3.9% |
| 6M | +56.6% | -74.1% | +130.8% | +54.5% |
| YTD | +76.6% | -84.0% | +160.5% | +75.9% |
| 1Y | +97.9% | -92.2% | +190.1% | +95.3% |
| All | +120.7% | -99.9% | +220.5% | +136.7% |
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