-2.1%
CCL vs YUM
+21.5%
-23.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -4.3% | -5.2% | +0.9% | -0.7% |
| 30D | -19.0% | -0.1% | -18.9% | -19.3% |
| 3M | -13.1% | -4.3% | -8.8% | -11.4% |
| 6M | -13.3% | -8.7% | -4.6% | -8.4% |
| YTD | -25.2% | -3.5% | -21.7% | -24.4% |
| 1Y | -27.2% | +0.5% | -27.7% | -29.0% |
| 3Y | +49.2% | +20.5% | +28.7% | +13.7% |
| All | -2.1% | +21.5% | -23.6% | -32.3% |
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 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