+5.3%
RMD vs CYCU
-99.9%
+105.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.1% | +10.6% | -0.6% |
| 7D | -5.3% | -12.0% | +6.6% | -5.4% |
| 30D | +8.4% | -31.5% | +39.9% | +8.2% |
| 3M | +7.1% | -63.9% | +71.0% | +6.7% |
| 6M | +15.8% | -68.6% | +84.4% | +17.6% |
| YTD | +0.2% | -89.9% | +90.0% | +1.1% |
| 1Y | -1.4% | -88.7% | +87.3% | -0.3% |
| All | +5.3% | -99.9% | +105.2% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling