+71.4%
CCL vs YUM
+4,229.6%
-4,158.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -0.1% | -1.7% | +1.5% | +0.7% |
| 30D | -20.0% | -0.8% | -19.1% | -19.9% |
| 3M | -13.7% | +1.5% | -15.1% | -14.9% |
| 6M | -9.0% | -6.1% | -2.9% | -6.5% |
| YTD | -22.8% | -0.2% | -22.6% | -23.3% |
| 1Y | -25.3% | +2.5% | -27.8% | -27.3% |
| 3Y | +54.1% | +24.6% | +29.5% | +32.4% |
| 5Y | +3.5% | +25.7% | -22.2% | -9.7% |
| 10Y | -41.0% | +179.7% | -220.7% | -63.6% |
| All | +71.4% | +4,229.6% | -4,158.2% | -62.4% |
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