+30.2%
JPM vs CYCU
-99.9%
+130.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.2% |
| 7D | +3.8% | +1.2% | +2.6% | +3.8% |
| 30D | +6.5% | -31.5% | +38.0% | +6.6% |
| 3M | -1.0% | -62.0% | +61.0% | -0.7% |
| 6M | +15.5% | -67.4% | +83.0% | +15.1% |
| YTD | +11.4% | -88.6% | +100.0% | +11.8% |
| 1Y | +16.1% | -88.5% | +104.6% | +15.7% |
| All | +30.2% | -99.9% | +130.1% | +48.1% |
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