-99.7%
CYCU vs RL
+42.9%
-142.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.8% | -2.5% | -1.3% |
| 7D | +5.6% | +0.2% | +5.3% | +5.3% |
| 30D | -16.8% | +7.3% | -24.2% | -21.6% |
| 3M | -49.5% | +1.0% | -50.5% | -50.2% |
| 6M | -64.1% | +11.8% | -75.9% | -65.9% |
| YTD | -88.8% | +13.6% | -102.4% | -89.4% |
| 1Y | -86.9% | +24.0% | -110.9% | -87.9% |
| All | -99.7% | +42.9% | -142.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling