+23.3%
FE vs CYCU
-99.9%
+123.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | +8.1% | -31.5% | +39.6% | +8.1% |
| 3M | -1.3% | -62.0% | +60.7% | -1.4% |
| 6M | +2.9% | -67.4% | +70.3% | +3.2% |
| YTD | +8.6% | -88.6% | +97.1% | +8.5% |
| 1Y | +6.3% | -88.5% | +94.8% | +6.4% |
| All | +23.3% | -99.9% | +123.2% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling