-88.5%
CYCU vs CAI
+12.6%
-101.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.7% |
| 7D | +1.2% | -6.3% | +7.5% | +4.3% |
| 30D | -31.5% | +9.3% | -40.8% | -34.0% |
| 3M | -62.0% | +106.3% | -168.4% | -75.1% |
| 6M | -67.4% | +77.7% | -145.2% | -78.1% |
| YTD | -88.6% | +23.1% | -111.7% | -92.1% |
| 1Y | -88.5% | +6.5% | -95.0% | -92.0% |
| All | -88.5% | +12.6% | -101.1% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling