+1,123.7%
CAT vs YUM
+177.1%
+946.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | +0.6% | -5.2% | +5.8% | +3.0% |
| 30D | -4.5% | -0.1% | -4.5% | -4.8% |
| 3M | -5.8% | -4.3% | -1.5% | -4.8% |
| 6M | +12.7% | -8.7% | +21.5% | +16.2% |
| YTD | +41.4% | -3.5% | +44.9% | +41.5% |
| 1Y | +92.1% | +0.5% | +91.6% | +87.0% |
| 3Y | +197.5% | +20.5% | +176.9% | +158.4% |
| 5Y | +327.9% | +21.8% | +306.1% | +265.5% |
| All | +1,123.7% | +177.1% | +946.6% | +587.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling