-15.7%
OTIS vs CYCU
-99.9%
+84.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.0% | +3.9% |
| 7D | +9.5% | +1.2% | +8.3% | +9.5% |
| 30D | +21.1% | -31.5% | +52.6% | +21.0% |
| 3M | +9.0% | -62.0% | +71.1% | +8.8% |
| 6M | +6.4% | -67.4% | +73.9% | +8.8% |
| YTD | -7.1% | -88.6% | +81.5% | -4.3% |
| 1Y | -10.1% | -88.5% | +78.4% | -8.0% |
| All | -15.7% | -99.9% | +84.2% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling