+47.6%
FAST vs CYCU
-99.9%
+147.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.7% |
| 7D | +3.4% | +1.2% | +2.2% | +3.4% |
| 30D | +5.5% | -31.5% | +37.0% | +5.4% |
| 3M | +7.6% | -62.0% | +69.6% | +7.3% |
| 6M | +19.8% | -67.4% | +87.2% | +22.3% |
| YTD | +35.5% | -88.6% | +124.0% | +39.1% |
| 1Y | +31.6% | -88.5% | +120.1% | +34.6% |
| All | +47.6% | -99.9% | +147.5% | +57.7% |
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