+9.0%
MSFT vs CYCU
-89.2%
+98.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.9% | +6.7% |
| 7D | +4.7% | +1.2% | +3.5% | +4.6% |
| 30D | +5.8% | -31.5% | +37.4% | +6.9% |
| 3M | +13.0% | -62.0% | +75.0% | +15.4% |
| 6M | +34.9% | -67.4% | +102.3% | +23.7% |
| YTD | +15.7% | -88.6% | +104.2% | +6.7% |
| 1Y | +9.0% | -88.5% | +97.5% | -0.1% |
| All | +9.0% | -89.2% | +98.1% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling