-48.0%
FICO vs CYCU
-99.9%
+51.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.4% | -15.3% | -16.7% |
| 7D | -19.2% | -8.1% | -11.1% | -19.3% |
| 30D | -14.6% | -43.0% | +28.4% | -15.7% |
| 3M | -20.1% | -50.8% | +30.7% | -8.5% |
| 6M | -36.3% | -74.1% | +37.8% | -27.1% |
| YTD | -44.9% | -84.0% | +39.1% | -36.9% |
| 1Y | -38.6% | -92.2% | +53.6% | -31.0% |
| All | -48.0% | -99.9% | +51.8% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling