-17.6%
RMBS vs CYCU
-67.5%
+50.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -5.9% |
| 7D | -8.9% | +1.2% | -10.1% | -9.1% |
| 30D | -24.8% | -31.5% | +6.7% | -23.6% |
| 3M | -17.6% | -62.0% | +44.5% | -18.8% |
| All | -17.6% | -67.5% | +50.0% | -18.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling