-68.2%
CYCU vs GAP
+0.1%
-68.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.5% |
| 7D | -4.2% | -1.9% | -2.3% | -3.4% |
| 30D | -12.6% | -7.1% | -5.5% | -10.0% |
| 3M | -59.1% | +4.1% | -63.2% | -61.2% |
| 6M | -68.2% | +1.9% | -70.1% | -68.8% |
| All | -68.2% | +0.1% | -68.3% | -68.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling