-4.5%
JHX vs CYCU
-99.9%
+95.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.6% |
| 7D | +1.5% | -8.1% | +9.6% | +1.6% |
| 30D | +7.2% | -43.0% | +50.1% | +7.4% |
| 3M | +29.9% | -50.8% | +80.8% | +30.5% |
| 6M | +35.4% | -74.1% | +109.5% | +36.6% |
| YTD | +46.5% | -84.0% | +130.4% | +48.9% |
| 1Y | +55.5% | -92.2% | +147.7% | +54.7% |
| All | -4.5% | -99.9% | +95.3% | +5.6% |
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