-99.6%
CYCU vs RL
+20.0%
-119.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +1.4% |
| 7D | +14.2% | -0.3% | +14.5% | +14.6% |
| 30D | -33.4% | -17.5% | -15.8% | -21.8% |
| 3M | -44.6% | -14.0% | -30.6% | -36.9% |
| 6M | -73.6% | -2.0% | -71.7% | -71.3% |
| YTD | -84.3% | -4.6% | -79.7% | -82.8% |
| 1Y | -92.9% | +9.5% | -102.4% | -92.6% |
| All | -99.6% | +20.0% | -119.5% | -99.5% |
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