-13.0%
ROP vs CYCU
-99.9%
+86.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +3.9% |
| 7D | +11.7% | +1.2% | +10.5% | +11.7% |
| 30D | +35.5% | -31.5% | +67.0% | +35.1% |
| 3M | +25.6% | -62.0% | +87.7% | +24.9% |
| 6M | +39.3% | -67.4% | +106.7% | +43.7% |
| YTD | +11.6% | -88.6% | +100.2% | +15.3% |
| 1Y | +10.6% | -88.5% | +99.1% | +14.3% |
| All | -13.0% | -99.9% | +86.9% | -7.7% |
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 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