+77.5%
STLD vs CYCU
-99.9%
+177.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | +3.1% | -8.1% | +11.2% | +3.2% |
| 30D | -9.0% | -43.0% | +34.0% | -8.9% |
| 3M | -12.4% | -50.8% | +38.5% | -11.9% |
| 6M | +25.5% | -74.1% | +99.6% | +26.4% |
| YTD | +43.6% | -84.0% | +127.6% | +45.1% |
| 1Y | +87.2% | -92.2% | +179.4% | +85.1% |
| All | +77.5% | -99.9% | +177.4% | +93.7% |
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