-49.3%
CCI vs YUM
+19.0%
-68.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.3% |
| 7D | -0.3% | -6.1% | +5.8% | +2.5% |
| 30D | +2.2% | -5.8% | +8.1% | +4.9% |
| 3M | -16.9% | -7.6% | -9.3% | -14.3% |
| 6M | -11.5% | -9.1% | -2.4% | -8.2% |
| YTD | -12.8% | -5.5% | -7.3% | -11.5% |
| 1Y | -17.1% | -3.7% | -13.4% | -16.8% |
| 3Y | -9.6% | +17.8% | -27.4% | -19.8% |
| All | -49.3% | +19.0% | -68.3% | -56.8% |
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