-99.6%
CYCU vs RNG
+107.5%
-207.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.5% | -2.8% |
| 7D | +12.5% | -0.8% | +13.3% | +11.8% |
| 30D | -28.2% | +11.4% | -39.6% | -24.7% |
| 3M | -47.8% | +72.1% | -119.9% | -43.0% |
| 6M | -72.9% | +67.9% | -140.9% | -70.8% |
| YTD | -84.1% | +144.3% | -228.4% | -84.4% |
| 1Y | -91.9% | +117.5% | -209.4% | -91.7% |
| All | -99.6% | +107.5% | -207.1% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling