-99.6%
CYCU vs RJF
+12.5%
-112.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | +0.1% |
| 7D | +12.5% | +1.8% | +10.7% | +11.0% |
| 30D | -28.2% | 0.0% | -28.2% | -28.1% |
| 3M | -47.8% | +18.0% | -65.8% | -54.6% |
| 6M | -72.9% | +17.0% | -89.9% | -76.2% |
| YTD | -84.1% | +11.1% | -95.2% | -85.6% |
| 1Y | -91.9% | +8.0% | -99.8% | -92.5% |
| All | -99.6% | +12.5% | -112.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling