+16.9%
ITW vs CYCU
-99.9%
+116.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.4% |
| 7D | +6.3% | +1.2% | +5.1% | +6.3% |
| 30D | +11.1% | -31.5% | +42.6% | +10.9% |
| 3M | +0.1% | -62.0% | +62.1% | -0.2% |
| 6M | +18.1% | -67.4% | +85.5% | +20.8% |
| YTD | +21.4% | -88.6% | +110.0% | +24.7% |
| 1Y | +22.9% | -88.5% | +111.4% | +25.9% |
| All | +16.9% | -99.9% | +116.8% | +21.5% |
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