+332.7%
CAT vs YUM
+22.4%
+310.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.1% |
| 7D | +2.9% | -3.6% | +6.5% | +4.1% |
| 30D | -2.6% | +0.4% | -3.0% | -3.0% |
| 3M | -10.7% | -3.8% | -6.9% | -10.1% |
| 6M | +16.1% | -8.3% | +24.4% | +18.7% |
| YTD | +43.2% | -2.6% | +45.9% | +42.8% |
| 1Y | +96.8% | +1.5% | +95.3% | +92.0% |
| 3Y | +201.4% | +21.6% | +179.8% | +164.6% |
| 5Y | +332.7% | +23.5% | +309.2% | +270.2% |
| All | +332.7% | +22.4% | +310.2% | +270.2% |
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