-42.6%
CCL vs YUM
+171.3%
-213.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +3.0% |
| 7D | -3.2% | -6.1% | +2.8% | +2.0% |
| 30D | -17.8% | -5.8% | -12.0% | -13.9% |
| 3M | -18.7% | -7.6% | -11.0% | -14.2% |
| 6M | -11.4% | -9.1% | -2.3% | -5.3% |
| YTD | -24.3% | -5.5% | -18.8% | -22.1% |
| 1Y | -28.8% | -3.7% | -25.1% | -28.8% |
| 3Y | +49.3% | +17.8% | +31.5% | +16.5% |
| 5Y | +1.6% | +19.3% | -17.7% | -20.7% |
| All | -42.6% | +171.3% | -213.9% | -73.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling