+119.4%
TEVA vs CYCU
-99.9%
+219.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | -0.2% | -8.1% | +7.8% | -0.2% |
| 30D | +4.7% | -43.0% | +47.7% | +4.9% |
| 3M | +5.6% | -50.8% | +56.4% | +4.4% |
| 6M | +10.5% | -74.1% | +84.6% | +9.2% |
| YTD | +16.5% | -84.0% | +100.5% | +15.2% |
| 1Y | +96.8% | -92.2% | +189.0% | +94.3% |
| All | +119.4% | -99.9% | +219.3% | +137.4% |
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 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