-81.6%
CHTR vs YUM
+19.0%
-100.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.6% |
| 7D | -4.1% | -6.1% | +2.0% | -1.5% |
| 30D | -3.0% | -5.8% | +2.9% | -0.5% |
| 3M | +4.8% | -7.6% | +12.4% | +8.0% |
| 6M | -35.0% | -9.1% | -25.9% | -32.7% |
| YTD | -30.2% | -5.5% | -24.6% | -29.1% |
| 1Y | -44.8% | -3.7% | -41.1% | -44.5% |
| 3Y | -66.6% | +17.8% | -84.4% | -70.0% |
| All | -81.6% | +19.0% | -100.6% | -84.4% |
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 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