+44.4%
TPR vs CYCU
-99.9%
+144.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.6% |
| 7D | +12.6% | +1.2% | +11.4% | +12.6% |
| 30D | +7.1% | -31.5% | +38.7% | +7.4% |
| 3M | -19.4% | -62.0% | +42.7% | -19.0% |
| 6M | -9.7% | -67.4% | +57.7% | -8.9% |
| YTD | -1.0% | -88.6% | +87.6% | +2.2% |
| 1Y | +19.3% | -88.5% | +107.8% | +21.3% |
| All | +44.4% | -99.9% | +144.3% | +66.5% |
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