+10.7%
CARR vs YUM
+19.0%
-8.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.4% |
| 7D | -3.8% | -6.1% | +2.3% | -1.0% |
| 30D | -8.9% | -5.8% | -3.1% | -6.6% |
| 3M | -17.3% | -7.6% | -9.7% | -15.0% |
| 6M | -1.4% | -9.1% | +7.8% | +2.0% |
| YTD | +10.0% | -5.5% | +15.5% | +11.1% |
| 1Y | -6.4% | -3.7% | -2.6% | -6.7% |
| 3Y | +1.5% | +17.8% | -16.3% | -13.2% |
| All | +10.7% | +19.0% | -8.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 5y: compounded portfolio wealth divided by compounded YUM 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…
5y analysis · Full analysis span regression · 6 months rolling