-96.1%
CYCU vs CAI
-8.1%
-88.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.5% |
| 7D | +12.5% | +0.2% | +12.3% | +12.6% |
| 30D | -28.2% | +9.1% | -37.3% | -29.9% |
| 3M | -47.8% | +53.8% | -101.6% | -56.6% |
| 6M | -72.9% | +33.5% | -106.4% | -77.4% |
| YTD | -84.1% | -8.0% | -76.1% | -86.7% |
| 1Y | -91.9% | -28.7% | -63.2% | -93.0% |
| All | -96.1% | -8.1% | -88.0% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling