-44.5%
FPS vs CYCU
-68.2%
+23.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.2% | -16.1% | -17.3% |
| 7D | -23.3% | +1.2% | -24.5% | -23.3% |
| 30D | -42.4% | -31.5% | -10.9% | -41.8% |
| 3M | -43.0% | -62.0% | +19.0% | -41.8% |
| 6M | -44.5% | -67.4% | +22.9% | -47.4% |
| All | -44.5% | -68.2% | +23.7% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling