+20.0%
XRT vs CYCU
-99.9%
+119.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.5% |
| 7D | +8.0% | +1.2% | +6.8% | +8.0% |
| 30D | +13.0% | -31.5% | +44.5% | +13.1% |
| 3M | +1.7% | -62.0% | +63.7% | +1.8% |
| 6M | +12.6% | -67.4% | +80.0% | +14.6% |
| YTD | +10.7% | -88.6% | +99.2% | +14.3% |
| 1Y | +18.4% | -88.5% | +106.9% | +21.4% |
| All | +20.0% | -99.9% | +119.9% | +33.7% |
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