+3.7%
RCL vs CYCU
-99.9%
+103.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -5.1% | -8.1% | +3.0% | -5.1% |
| 30D | -19.0% | -43.0% | +24.0% | -18.9% |
| 3M | -9.6% | -50.8% | +41.3% | -8.0% |
| 6M | -6.7% | -74.1% | +67.4% | -4.2% |
| YTD | -3.9% | -84.0% | +80.0% | -0.3% |
| 1Y | -25.1% | -92.2% | +67.1% | -25.1% |
| All | +3.7% | -99.9% | +103.5% | +28.4% |
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