-28.0%
ROP vs CYCU
-99.9%
+71.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.6% |
| 7D | -4.4% | -8.1% | +3.6% | -4.5% |
| 30D | +3.2% | -43.0% | +46.2% | +2.9% |
| 3M | +23.1% | -50.8% | +73.9% | +27.2% |
| 6M | +13.3% | -74.1% | +87.4% | +17.2% |
| YTD | -7.9% | -84.0% | +76.1% | -4.7% |
| 1Y | -22.1% | -92.2% | +70.2% | -19.6% |
| All | -28.0% | -99.9% | +71.8% | -23.5% |
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