+233.8%
SITM vs CYCU
-99.9%
+333.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.4% | +7.9% | +6.6% |
| 7D | +9.7% | -8.1% | +17.8% | +9.9% |
| 30D | +12.7% | -43.0% | +55.7% | +14.1% |
| 3M | -13.4% | -50.8% | +37.4% | -18.9% |
| 6M | +59.6% | -74.1% | +133.7% | +51.3% |
| YTD | +73.3% | -84.0% | +157.3% | +67.5% |
| 1Y | +165.5% | -92.2% | +257.8% | +145.4% |
| All | +233.8% | -99.9% | +333.7% | +370.1% |
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