-69.9%
CYCU vs CRL
+101.4%
-171.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.5% | -9.9% | -10.3% |
| 7D | -0.9% | +8.9% | -9.8% | -3.5% |
| 30D | -20.1% | +14.0% | -34.1% | -21.0% |
| 3M | -55.2% | +19.8% | -75.1% | -55.3% |
| 6M | -69.9% | +102.0% | -172.0% | -72.2% |
| All | -69.9% | +101.4% | -171.3% | -72.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling