-99.7%
CYCU vs RL
+38.5%
-138.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.3% | +4.1% |
| 7D | -4.2% | +2.6% | -6.8% | -6.2% |
| 30D | -12.6% | +2.9% | -15.5% | -14.8% |
| 3M | -59.1% | 0.0% | -59.1% | -59.4% |
| 6M | -68.2% | +17.1% | -85.3% | -69.6% |
| YTD | -89.6% | +10.1% | -99.8% | -90.0% |
| 1Y | -93.0% | +17.3% | -110.3% | -93.4% |
| All | -99.7% | +38.5% | -138.2% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling