-5.0%
SPGI vs CYCU
-99.9%
+94.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +3.4% |
| 7D | +7.2% | +1.2% | +6.0% | +7.2% |
| 30D | +23.2% | -31.5% | +54.7% | +23.2% |
| 3M | +17.0% | -62.0% | +79.1% | +16.9% |
| 6M | +20.4% | -67.4% | +87.8% | +21.5% |
| YTD | -1.9% | -88.6% | +86.7% | -1.1% |
| 1Y | +2.9% | -88.5% | +91.4% | +3.7% |
| All | -5.0% | -99.9% | +94.9% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling