+5,912.3%
CAT vs YUM
+4,264.3%
+1,647.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | +1.7% | -2.0% | +3.8% | +2.5% |
| 30D | -6.6% | -1.1% | -5.5% | -6.4% |
| 3M | -13.3% | +1.8% | -15.1% | -14.6% |
| 6M | +11.6% | -4.7% | +16.4% | +12.7% |
| YTD | +42.9% | +0.6% | +42.4% | +41.1% |
| 1Y | +95.4% | +6.4% | +89.0% | +87.3% |
| 3Y | +196.6% | +22.6% | +174.0% | +165.7% |
| 5Y | +321.7% | +26.0% | +295.7% | +271.7% |
| 10Y | +1,140.8% | +174.6% | +966.2% | +697.8% |
| All | +5,912.3% | +4,264.3% | +1,647.9% | +1,574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling