-9.7%
NOC vs CYCU
-92.3%
+82.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.5% |
| 7D | -5.2% | -8.1% | +2.9% | -5.2% |
| 30D | -7.2% | -43.0% | +35.8% | -7.2% |
| 3M | -5.1% | -50.8% | +45.7% | -4.5% |
| 6M | -31.1% | -74.1% | +43.0% | -30.5% |
| YTD | -8.6% | -84.0% | +75.4% | -7.6% |
| 1Y | -9.7% | -92.2% | +82.5% | -7.9% |
| All | -9.7% | -92.3% | +82.5% | -7.9% |
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 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