+28.0%
SPYM vs CYCU
-99.9%
+127.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.7% |
| 7D | -0.7% | +1.2% | -1.9% | -0.7% |
| 30D | -1.1% | -31.5% | +30.5% | -0.9% |
| 3M | -0.3% | -62.0% | +61.7% | 0.0% |
| 6M | +7.3% | -67.4% | +74.8% | +7.1% |
| YTD | +13.4% | -88.6% | +102.0% | +14.1% |
| 1Y | +14.8% | -88.5% | +103.3% | +15.0% |
| All | +28.0% | -99.9% | +127.9% | +37.5% |
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 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