+74.6%
CLF vs YUM
+215.4%
-140.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.5% | -3.9% |
| 7D | +10.4% | +0.1% | +10.3% | +10.3% |
| 30D | +0.6% | +10.0% | -9.4% | -6.0% |
| 3M | +4.1% | +7.5% | -3.4% | -2.1% |
| 6M | +15.1% | +8.8% | +6.3% | +6.3% |
| YTD | -4.7% | +8.2% | -12.9% | -12.6% |
| 1Y | +20.4% | +9.8% | +10.5% | +9.0% |
| 3Y | -23.4% | +36.4% | -59.8% | -42.3% |
| 5Y | -43.3% | +41.7% | -85.0% | -58.8% |
| All | +74.6% | +215.4% | -140.8% | -31.6% |
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