-18.3%
AJG vs CYCU
-99.9%
+81.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.5% |
| 7D | -1.8% | -8.1% | +6.2% | -1.9% |
| 30D | +4.6% | -43.0% | +47.6% | +4.3% |
| 3M | +24.9% | -50.8% | +75.7% | +29.4% |
| 6M | +17.2% | -74.1% | +91.3% | +21.8% |
| YTD | +2.2% | -84.0% | +86.1% | +6.6% |
| 1Y | -11.5% | -92.2% | +80.7% | -8.4% |
| All | -18.3% | -99.9% | +81.6% | -12.7% |
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