+37.5%
MSFT vs CYCU
-99.9%
+137.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +15.3% |
| 6M | +34.9% | -67.4% | +102.3% | +24.4% |
| YTD | +15.7% | -88.6% | +104.2% | +7.7% |
| 1Y | +9.0% | -88.5% | +97.5% | +0.9% |
| All | +37.5% | -99.9% | +137.5% | +40.5% |
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