-99.7%
CYCU vs CRL
+124.8%
-224.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.5% | -9.9% | -10.4% |
| 7D | -0.9% | +8.9% | -9.8% | -1.8% |
| 30D | -20.1% | +14.0% | -34.1% | -20.8% |
| 3M | -55.2% | +19.8% | -75.1% | -55.7% |
| 6M | -69.9% | +102.0% | -172.0% | -70.9% |
| YTD | -89.9% | +70.8% | -160.8% | -90.4% |
| 1Y | -91.1% | +98.7% | -189.9% | -91.4% |
| All | -99.7% | +124.8% | -224.5% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling