+95.4%
CAT vs YUM
+5.7%
+89.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.6% |
| 7D | +1.7% | -2.0% | +3.8% | +1.5% |
| 30D | -6.6% | -1.1% | -5.5% | -6.6% |
| 3M | -13.3% | +1.8% | -15.1% | -13.1% |
| 6M | +11.6% | -4.7% | +16.4% | +11.9% |
| YTD | +42.9% | +0.6% | +42.4% | +45.2% |
| 1Y | +95.4% | +6.4% | +89.0% | +106.1% |
| All | +95.4% | +5.7% | +89.8% | +106.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling