+120.3%
CLF vs YUM
+177.1%
-56.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.6% |
| 7D | -3.7% | -5.2% | +1.5% | -0.5% |
| 30D | -4.7% | -0.1% | -4.6% | -5.2% |
| 3M | -4.7% | -4.3% | -0.4% | -3.3% |
| 6M | +24.0% | -8.7% | +32.7% | +28.7% |
| YTD | -10.9% | -3.5% | -7.4% | -11.2% |
| 1Y | +4.0% | +0.5% | +3.6% | -0.2% |
| 3Y | -16.9% | +20.5% | -37.4% | -31.6% |
| 5Y | -49.3% | +21.8% | -71.1% | -58.9% |
| All | +120.3% | +177.1% | -56.8% | -2.8% |
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