-99.6%
CYCU vs GAP
-2.2%
-97.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.1% | -0.4% |
| 7D | +14.2% | -3.2% | +17.4% | +15.0% |
| 30D | -33.4% | -0.7% | -32.7% | -33.5% |
| 3M | -44.6% | -0.5% | -44.2% | -44.7% |
| 6M | -73.6% | -5.0% | -68.6% | -73.4% |
| YTD | -84.3% | -14.7% | -69.7% | -84.0% |
| 1Y | -92.9% | -8.6% | -84.3% | -92.9% |
| All | -99.6% | -2.2% | -97.4% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling