+201.6%
CAT vs YUM
+21.5%
+180.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | +2.9% | -3.6% | +6.5% | +3.5% |
| 30D | -2.6% | +0.4% | -3.0% | -2.8% |
| 3M | -10.7% | -3.8% | -6.9% | -10.4% |
| 6M | +16.1% | -8.3% | +24.4% | +17.7% |
| YTD | +43.2% | -2.6% | +45.9% | +43.0% |
| 1Y | +96.8% | +1.5% | +95.3% | +94.1% |
| All | +201.6% | +21.5% | +180.1% | +178.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling