-92.2%
CYCU vs RL
+13.6%
-105.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -3.8% |
| 7D | -8.1% | -0.8% | -7.2% | -6.7% |
| 30D | -43.0% | -7.8% | -35.2% | -38.1% |
| 3M | -50.8% | -4.0% | -46.8% | -44.6% |
| 6M | -74.1% | -1.9% | -72.2% | -71.1% |
| YTD | -84.0% | -0.2% | -83.8% | -81.8% |
| 1Y | -92.2% | +10.7% | -102.9% | -88.8% |
| All | -92.2% | +13.6% | -105.8% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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