-96.1%
CYCU vs CAI
-11.0%
-85.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.1% |
| 7D | -2.5% | -5.1% | +2.5% | -0.8% |
| 30D | -25.6% | +3.9% | -29.5% | -26.2% |
| 3M | -39.7% | +40.1% | -79.8% | -48.9% |
| 6M | -74.6% | +29.7% | -104.2% | -78.5% |
| YTD | -84.1% | -10.9% | -73.3% | -86.6% |
| 1Y | -92.5% | -28.0% | -64.5% | -93.5% |
| All | -96.1% | -11.0% | -85.1% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling