-10.0%
AJG vs CYCU
-99.9%
+89.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.6% | +5.5% |
| 7D | +10.7% | +1.2% | +9.5% | +10.8% |
| 30D | +26.9% | -31.5% | +58.4% | +26.6% |
| 3M | +16.6% | -62.0% | +78.6% | +16.0% |
| 6M | +40.1% | -67.4% | +107.6% | +45.0% |
| YTD | +12.4% | -88.6% | +101.0% | +17.2% |
| 1Y | +15.9% | -88.5% | +104.4% | +20.1% |
| All | -10.0% | -99.9% | +89.9% | -4.0% |
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