-14.2%
SW vs CYCU
-99.9%
+85.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.1% |
| 7D | +12.1% | +1.2% | +10.8% | +12.0% |
| 30D | +6.6% | -31.5% | +38.1% | +6.6% |
| 3M | -6.0% | -62.0% | +56.0% | -5.9% |
| 6M | +21.5% | -67.4% | +88.9% | +24.5% |
| YTD | +20.3% | -88.6% | +108.9% | +25.5% |
| 1Y | +28.1% | -88.5% | +116.7% | +32.0% |
| All | -14.2% | -99.9% | +85.7% | +0.4% |
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