-91.1%
CYCU vs REPL
+142.3%
-233.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.9% | -11.4% | -10.3% |
| 7D | -0.9% | +9.8% | -10.7% | +0.6% |
| 30D | -20.1% | +81.5% | -101.6% | -11.9% |
| 3M | -55.2% | +44.2% | -99.5% | -52.3% |
| 6M | -69.9% | +437.4% | -507.3% | -52.8% |
| YTD | -89.9% | +126.1% | -216.1% | -83.6% |
| 1Y | -91.1% | +143.1% | -234.3% | -86.3% |
| All | -91.1% | +142.3% | -233.5% | -86.3% |
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 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