+8.9%
CAT vs YUM
+15.9%
-7.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.9% | -11.2% | -4.1% |
| 7D | -17.1% | +10.8% | -27.9% | -15.6% |
| 30D | -30.1% | +21.4% | -51.5% | -28.4% |
| 3M | -32.4% | +13.2% | -45.6% | -30.9% |
| 6M | -32.1% | +8.8% | -40.9% | -30.5% |
| YTD | +4.1% | +11.5% | -7.4% | +7.4% |
| 1Y | +8.9% | +13.4% | -4.5% | +12.2% |
| All | +8.9% | +15.9% | -7.0% | +12.2% |
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