+92.1%
CAT vs YUM
+0.9%
+91.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.4% |
| 7D | +0.6% | -5.2% | +5.8% | 0.0% |
| 30D | -4.5% | -0.1% | -4.5% | -4.6% |
| 3M | -5.8% | -4.3% | -1.5% | -6.1% |
| 6M | +12.7% | -8.7% | +21.5% | +12.5% |
| YTD | +41.4% | -3.5% | +44.9% | +43.1% |
| 1Y | +92.1% | +0.5% | +91.6% | +100.9% |
| All | +92.1% | +0.9% | +91.2% | +100.9% |
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