-99.7%
CYCU vs REPL
+58.3%
-158.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.4% | +3.6% |
| 7D | +5.6% | +14.2% | -8.7% | +6.9% |
| 30D | -16.8% | +65.9% | -82.7% | -12.5% |
| 3M | -49.5% | +84.6% | -134.0% | -46.0% |
| 6M | -64.1% | +446.9% | -511.0% | -51.8% |
| YTD | -88.8% | +129.0% | -217.8% | -85.1% |
| 1Y | -86.9% | +167.9% | -254.8% | -82.5% |
| All | -99.7% | +58.3% | -158.0% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling