-45.3%
CPRT vs CYCU
-99.9%
+54.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.0% |
| 7D | +12.6% | +1.2% | +11.4% | +12.7% |
| 30D | +18.0% | -31.5% | +49.5% | +17.8% |
| 3M | +11.0% | -62.0% | +73.0% | +10.6% |
| 6M | -2.0% | -67.4% | +65.4% | +1.3% |
| YTD | -16.7% | -88.6% | +71.9% | -13.2% |
| 1Y | -23.9% | -88.5% | +64.6% | -21.1% |
| All | -45.3% | -99.9% | +54.6% | -38.8% |
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