+30.7%
FITB vs CYCU
-99.9%
+130.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.6% | +1.5% |
| 7D | +2.3% | +1.2% | +1.1% | +2.3% |
| 30D | +7.7% | -31.5% | +39.2% | +7.8% |
| 3M | -4.5% | -62.0% | +57.6% | -4.3% |
| 6M | +12.5% | -67.4% | +79.9% | +13.6% |
| YTD | +19.8% | -88.6% | +108.4% | +22.2% |
| 1Y | +34.1% | -88.5% | +122.7% | +36.4% |
| All | +30.7% | -99.9% | +130.6% | +35.3% |
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 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