-99.6%
CYCU vs CRL
+80.1%
-179.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.3% |
| 7D | -2.5% | -6.9% | +4.4% | -2.1% |
| 30D | -25.6% | -3.2% | -22.4% | -25.4% |
| 3M | -39.7% | +46.5% | -86.3% | -40.6% |
| 6M | -74.6% | +63.1% | -137.7% | -75.2% |
| YTD | -84.1% | +36.9% | -121.0% | -84.7% |
| 1Y | -92.5% | +78.1% | -170.6% | -92.4% |
| All | -99.6% | +80.1% | -179.6% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling