+688.6%
CAT vs YUM
+215.4%
+473.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.1% | -1.4% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -19.7% | +10.0% | -29.7% | -23.3% |
| 3M | -29.6% | +7.5% | -37.1% | -32.4% |
| 6M | -33.2% | +8.8% | -42.0% | -36.7% |
| YTD | +5.7% | +8.2% | -2.5% | -0.1% |
| 1Y | +9.3% | +9.8% | -0.5% | +2.4% |
| 3Y | +158.3% | +36.4% | +121.9% | +110.9% |
| 5Y | +211.6% | +41.7% | +169.9% | +146.3% |
| All | +688.6% | +215.4% | +473.2% | +305.5% |
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