+117.8%
STM vs CYCU
-99.9%
+217.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.9% |
| 7D | +5.8% | -8.1% | +13.8% | +5.9% |
| 30D | -1.0% | -43.0% | +42.0% | -0.2% |
| 3M | -33.3% | -50.8% | +17.6% | -36.1% |
| 6M | +57.4% | -74.1% | +131.5% | +51.6% |
| YTD | +102.2% | -84.0% | +186.2% | +96.6% |
| 1Y | +99.6% | -92.2% | +191.8% | +91.7% |
| All | +117.8% | -99.9% | +217.6% | +114.6% |
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