-99.6%
CYCU vs RJF
+11.8%
-111.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | +14.2% | -0.3% | +14.5% | +14.9% |
| 30D | -33.4% | -2.0% | -31.3% | -32.1% |
| 3M | -44.6% | +16.3% | -61.0% | -51.2% |
| 6M | -73.6% | +16.9% | -90.5% | -76.8% |
| YTD | -84.3% | +10.4% | -94.8% | -85.7% |
| 1Y | -92.9% | +7.4% | -100.4% | -93.5% |
| All | -99.6% | +11.8% | -111.4% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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