+239.4%
CLF vs YUM
+4,595.4%
-4,356.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 3M | +4.1% | +7.5% | -3.4% | -1.4% |
| 6M | +15.1% | +8.8% | +6.3% | +7.4% |
| YTD | -4.7% | +8.2% | -12.9% | -11.5% |
| 1Y | +20.4% | +9.8% | +10.5% | +10.8% |
| 3Y | -23.4% | +36.4% | -59.8% | -38.5% |
| 5Y | -43.3% | +41.7% | -85.0% | -55.4% |
| 10Y | +80.5% | +217.5% | -137.0% | -7.2% |
| All | +239.4% | +4,595.4% | -4,356.1% | -19.5% |
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