+52.4%
RBRK vs CYCU
-99.9%
+152.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.1% |
| 7D | -12.5% | +1.2% | -13.7% | -12.5% |
| 30D | -3.0% | -31.5% | +28.5% | -2.7% |
| 3M | +46.9% | -62.0% | +109.0% | +47.9% |
| 6M | +105.4% | -67.4% | +172.8% | +115.1% |
| YTD | +55.6% | -88.6% | +144.2% | +72.7% |
| 1Y | +63.9% | -88.5% | +152.4% | +79.0% |
| All | +52.4% | -99.9% | +152.3% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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