+76.5%
STLD vs CYCU
-99.9%
+176.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -3.0% |
| 7D | -3.9% | +1.2% | -5.2% | -4.0% |
| 30D | -0.4% | -31.5% | +31.1% | -0.3% |
| 3M | -9.2% | -62.0% | +52.8% | -9.1% |
| 6M | +5.0% | -67.4% | +72.4% | +5.6% |
| YTD | +42.8% | -88.6% | +131.4% | +44.3% |
| 1Y | +60.1% | -88.5% | +148.6% | +61.2% |
| All | +76.5% | -99.9% | +176.4% | +92.7% |
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 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