+32.0%
JPM vs CYCU
-99.9%
+131.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.9% |
| 7D | +0.3% | -8.1% | +8.3% | +0.3% |
| 30D | -0.2% | -43.0% | +42.8% | 0.0% |
| 3M | +15.9% | -50.8% | +66.7% | +15.3% |
| 6M | +20.9% | -74.1% | +95.1% | +20.7% |
| YTD | +12.9% | -84.0% | +96.9% | +13.1% |
| 1Y | +20.3% | -92.2% | +112.5% | +18.5% |
| All | +32.0% | -99.9% | +131.9% | +49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling