+958.0%
CL vs YUM
+4,562.8%
-3,604.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | -3.7% | +2.9% | +0.1% |
| 30D | +9.5% | +9.2% | +0.4% | +7.3% |
| 3M | +6.8% | +11.2% | -4.5% | +4.0% |
| 6M | +14.3% | +7.7% | +6.6% | +12.1% |
| YTD | +27.0% | +7.5% | +19.5% | +24.5% |
| 1Y | +26.3% | +8.3% | +17.9% | +23.5% |
| 3Y | +39.3% | +34.8% | +4.4% | +28.8% |
| 5Y | +41.5% | +41.6% | -0.1% | +28.7% |
| 10Y | +84.1% | +215.3% | -131.2% | +37.3% |
| All | +958.0% | +4,562.8% | -3,604.9% | +316.2% |
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