-99.6%
CYCU vs REPL
+2.8%
-102.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.7% |
| 7D | +14.2% | -9.6% | +23.8% | +13.1% |
| 30D | -33.4% | +5.7% | -39.1% | -32.8% |
| 3M | -44.6% | +56.4% | -101.0% | -32.0% |
| 6M | -73.6% | +67.4% | -141.1% | -66.3% |
| YTD | -84.3% | +48.7% | -133.0% | -80.1% |
| 1Y | -92.9% | +148.3% | -241.2% | -90.6% |
| All | -99.6% | +2.8% | -102.3% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling