+158.6%
FTI vs CYCU
-99.9%
+258.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | +5.3% | -8.1% | +13.3% | +5.2% |
| 30D | +15.3% | -43.0% | +58.3% | +15.1% |
| 3M | +15.8% | -50.8% | +66.6% | +20.3% |
| 6M | +22.6% | -74.1% | +96.7% | +28.2% |
| YTD | +79.5% | -84.0% | +163.5% | +89.2% |
| 1Y | +102.0% | -92.2% | +194.2% | +111.5% |
| All | +158.6% | -99.9% | +258.5% | +203.7% |
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