+51.0%
CL vs YUM
+171.3%
-120.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.6% |
| 7D | -2.2% | -6.1% | +3.8% | -0.4% |
| 30D | -6.0% | -5.8% | -0.2% | -4.4% |
| 3M | -2.3% | -7.6% | +5.3% | -0.3% |
| 6M | -2.0% | -9.1% | +7.2% | +0.5% |
| YTD | +11.8% | -5.5% | +17.4% | +13.3% |
| 1Y | +5.8% | -3.7% | +9.6% | +6.5% |
| 3Y | +25.9% | +17.8% | +8.1% | +18.9% |
| 5Y | +26.9% | +19.3% | +7.7% | +18.6% |
| All | +51.0% | +171.3% | -120.3% | +20.0% |
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