+8.1%
FPS vs CYCU
-76.2%
+84.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.8% | +2.5% |
| 7D | +3.1% | -8.1% | +11.2% | +3.3% |
| 30D | -18.6% | -43.0% | +24.4% | -17.6% |
| 3M | -51.5% | -50.8% | -0.6% | -55.9% |
| 6M | -8.5% | -74.1% | +65.6% | -19.2% |
| All | +8.1% | -76.2% | +84.3% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling