-99.6%
CYCU vs GAP
+2.5%
-102.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +12.5% | +1.7% | +10.8% | +12.1% |
| 30D | -28.2% | +9.3% | -37.5% | -29.9% |
| 3M | -47.8% | +6.1% | -53.9% | -48.6% |
| 6M | -72.9% | -2.3% | -70.6% | -72.9% |
| YTD | -84.1% | -10.6% | -73.5% | -83.9% |
| 1Y | -91.9% | -4.4% | -87.4% | -91.8% |
| All | -99.6% | +2.5% | -102.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling