-25.7%
RMBS vs CYCU
-68.2%
+42.5%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -6.0% |
| 7D | -8.9% | +1.2% | -10.1% | -8.9% |
| 30D | -24.8% | -31.5% | +6.7% | -24.4% |
| 3M | -17.6% | -62.0% | +44.5% | -16.5% |
| 6M | -25.7% | -67.4% | +41.8% | -16.0% |
| All | -25.7% | -68.2% | +42.5% | -16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling