-92.8%
CYCU vs REPL
+142.1%
-235.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -1.1% |
| 7D | +12.5% | -5.7% | +18.2% | +11.6% |
| 30D | -28.2% | +22.5% | -50.7% | -25.6% |
| 3M | -47.8% | +64.7% | -112.5% | -29.4% |
| 6M | -72.9% | +83.0% | -155.9% | -60.9% |
| YTD | -84.1% | +52.0% | -136.1% | -77.5% |
| All | -92.8% | +142.1% | -235.0% | -88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling