-93.2%
CYCU vs RNG
+128.1%
-221.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -5.0% |
| 7D | -5.9% | -6.1% | +0.2% | -10.4% |
| 30D | -32.9% | +9.6% | -42.5% | -28.1% |
| 3M | -33.9% | +83.3% | -117.3% | -18.4% |
| 6M | -75.4% | +77.9% | -153.3% | -69.9% |
| YTD | -84.9% | +139.9% | -224.8% | -81.8% |
| 1Y | -93.2% | +121.7% | -214.9% | -91.0% |
| All | -93.2% | +128.1% | -221.3% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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