+28.3%
SPYM vs CYCU
-99.9%
+128.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | +0.1% | -8.1% | +8.2% | +0.1% |
| 30D | +0.1% | -43.0% | +43.0% | +0.3% |
| 3M | +2.0% | -50.8% | +52.9% | +1.7% |
| 6M | +13.1% | -74.1% | +87.2% | +13.1% |
| YTD | +13.6% | -84.0% | +97.6% | +14.2% |
| 1Y | +20.1% | -92.2% | +112.3% | +19.5% |
| All | +28.3% | -99.9% | +128.1% | +37.6% |
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