+4.8%
OMC vs CYCU
-99.9%
+104.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.5% |
| 7D | -6.4% | -8.1% | +1.6% | -6.4% |
| 30D | +1.1% | -43.0% | +44.1% | +0.9% |
| 3M | +10.4% | -50.8% | +61.2% | +13.6% |
| 6M | -1.7% | -74.1% | +72.4% | +1.4% |
| YTD | +4.4% | -84.0% | +88.4% | +8.0% |
| 1Y | +8.4% | -92.2% | +100.7% | +10.9% |
| All | +4.8% | -99.9% | +104.7% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling