-88.5%
CYCU vs CRL
+85.3%
-173.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | +1.9% |
| 7D | +1.2% | -12.8% | +14.0% | +7.1% |
| 30D | -31.5% | +5.0% | -36.5% | -32.5% |
| 3M | -62.0% | +39.4% | -101.4% | -66.8% |
| 6M | -67.4% | +89.4% | -156.8% | -75.5% |
| YTD | -88.6% | +63.6% | -152.2% | -90.8% |
| 1Y | -88.5% | +83.5% | -172.0% | -91.7% |
| All | -88.5% | +85.3% | -173.9% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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