+887.3%
CCI vs YUM
+3,733.2%
-2,845.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.2% |
| 7D | -0.3% | -3.6% | +3.3% | +1.0% |
| 30D | +2.1% | +0.4% | +1.7% | +1.9% |
| 3M | -17.8% | -3.8% | -14.1% | -17.0% |
| 6M | -14.2% | -8.3% | -5.9% | -11.9% |
| YTD | -13.3% | -2.6% | -10.7% | -13.0% |
| 1Y | -16.6% | +1.5% | -18.1% | -17.7% |
| 3Y | -10.8% | +21.6% | -32.4% | -18.0% |
| 5Y | -50.3% | +23.5% | -73.8% | -54.7% |
| 10Y | +22.5% | +178.9% | -156.4% | -17.0% |
| All | +887.3% | +3,733.2% | -2,845.9% | +150.5% |
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