+32.5%
RF vs CYCU
-99.9%
+132.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +1.3% | -8.1% | +9.4% | +1.3% |
| 30D | -3.6% | -43.0% | +39.4% | -3.5% |
| 3M | +8.1% | -50.8% | +58.9% | +9.2% |
| 6M | +11.5% | -74.1% | +85.6% | +13.1% |
| YTD | +15.6% | -84.0% | +99.5% | +17.9% |
| 1Y | +15.7% | -92.2% | +107.9% | +17.2% |
| All | +32.5% | -99.9% | +132.4% | +41.2% |
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