+28.9%
SPYG vs CYCU
-99.9%
+128.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.3% |
| 7D | -2.8% | +1.2% | -4.0% | -2.8% |
| 30D | -6.2% | -31.5% | +25.3% | -5.9% |
| 3M | -3.6% | -62.0% | +58.5% | -3.0% |
| 6M | +4.8% | -67.4% | +72.2% | +3.8% |
| YTD | +11.0% | -88.6% | +99.6% | +11.2% |
| 1Y | +11.2% | -88.5% | +99.7% | +10.7% |
| All | +28.9% | -99.9% | +128.9% | +42.7% |
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 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