+30.0%
FITB vs CYCU
-99.9%
+129.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.2% |
| 7D | +0.6% | -8.1% | +8.7% | +0.6% |
| 30D | -4.7% | -43.0% | +38.2% | -4.6% |
| 3M | +6.7% | -50.8% | +57.5% | +7.6% |
| 6M | +12.6% | -74.1% | +86.7% | +14.1% |
| YTD | +19.1% | -84.0% | +103.1% | +21.4% |
| 1Y | +22.6% | -92.2% | +114.9% | +24.8% |
| All | +30.0% | -99.9% | +129.9% | +34.5% |
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 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