+24.6%
RMBS vs CYCU
-99.9%
+124.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | -0.3% | -8.1% | +7.7% | -0.2% |
| 30D | -12.2% | -43.0% | +30.8% | -11.3% |
| 3M | -49.5% | -50.8% | +1.3% | -50.6% |
| 6M | -7.1% | -74.1% | +67.0% | -7.0% |
| YTD | -7.0% | -84.0% | +77.0% | -4.2% |
| 1Y | +13.3% | -92.2% | +105.6% | +12.3% |
| All | +24.6% | -99.9% | +124.5% | +62.7% |
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