+23.7%
MSFT vs CYCU
-99.9%
+123.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -2.7% | -8.1% | +5.4% | -2.5% |
| 30D | +2.7% | -43.0% | +45.7% | +4.0% |
| 3M | +17.0% | -50.8% | +67.8% | +7.1% |
| 6M | +23.8% | -74.1% | +97.9% | +13.9% |
| YTD | +4.0% | -84.0% | +87.9% | -3.8% |
| 1Y | -0.8% | -92.2% | +91.4% | -9.3% |
| All | +23.7% | -99.9% | +123.5% | +25.5% |
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