-24.0%
JD vs CYCU
-99.9%
+75.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.1% |
| 7D | +9.0% | +1.2% | +7.8% | +9.0% |
| 30D | +5.2% | -31.5% | +36.7% | +5.3% |
| 3M | -15.9% | -62.0% | +46.2% | -15.7% |
| 6M | -7.7% | -67.4% | +59.7% | -6.5% |
| YTD | +0.1% | -88.6% | +88.7% | +3.6% |
| 1Y | -9.7% | -88.5% | +78.8% | -8.4% |
| All | -24.0% | -99.9% | +75.9% | -11.7% |
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