+55.2%
USFD vs CYCU
-99.9%
+155.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.2% | +9.6% | +8.5% |
| 7D | +7.8% | +1.2% | +6.6% | +7.9% |
| 30D | +16.2% | -31.5% | +47.7% | +16.1% |
| 3M | +11.0% | -62.0% | +73.0% | +10.8% |
| 6M | +20.7% | -67.4% | +88.1% | +22.5% |
| YTD | +46.0% | -88.6% | +134.5% | +48.6% |
| 1Y | +49.8% | -88.5% | +138.3% | +51.7% |
| All | +55.2% | -99.9% | +155.1% | +66.9% |
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