+214.2%
CAT vs YUM
+40.7%
+173.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | +9.3% | -4.1% | +13.4% | +10.4% |
| 30D | -21.5% | +8.4% | -29.8% | -23.4% |
| 3M | -29.1% | +6.5% | -35.6% | -30.7% |
| 6M | -33.4% | +5.3% | -38.6% | -34.9% |
| YTD | +6.6% | +6.9% | -0.3% | +3.1% |
| 1Y | +6.5% | +8.7% | -2.2% | +2.2% |
| 3Y | +162.7% | +34.1% | +128.6% | +123.3% |
| 5Y | +214.2% | +39.9% | +174.3% | +151.7% |
| All | +214.2% | +40.7% | +173.6% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling