-24.8%
OTIS vs CYCU
-99.9%
+75.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -0.7% | -8.1% | +7.3% | -0.8% |
| 30D | -2.0% | -43.0% | +41.0% | -2.1% |
| 3M | +2.6% | -50.8% | +53.4% | +4.8% |
| 6M | -20.9% | -74.1% | +53.2% | -18.9% |
| YTD | -17.1% | -84.0% | +66.9% | -14.6% |
| 1Y | -15.9% | -92.2% | +76.3% | -13.9% |
| All | -24.8% | -99.9% | +75.1% | -22.3% |
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