+132.5%
CNP vs YUM
+171.3%
-38.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.0% |
| 7D | -1.4% | -6.1% | +4.6% | +1.5% |
| 30D | -2.9% | -5.8% | +2.9% | -0.3% |
| 3M | -7.5% | -7.6% | +0.1% | -4.6% |
| 6M | -7.9% | -9.1% | +1.3% | -4.5% |
| YTD | +3.7% | -5.5% | +9.3% | +5.2% |
| 1Y | +4.6% | -3.7% | +8.3% | +4.7% |
| 3Y | +49.1% | +17.8% | +31.3% | +31.4% |
| 5Y | +69.2% | +19.3% | +50.0% | +45.9% |
| All | +132.5% | +171.3% | -38.8% | +34.3% |
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