+69.3%
CNP vs YUM
+21.6%
+47.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.4% |
| 7D | -2.2% | -5.2% | +3.0% | -0.5% |
| 30D | -2.1% | -0.1% | -2.0% | -2.2% |
| 3M | -7.9% | -4.3% | -3.6% | -6.9% |
| 6M | -8.3% | -8.7% | +0.4% | -6.1% |
| YTD | +3.8% | -3.5% | +7.3% | +4.1% |
| 1Y | +5.9% | +0.5% | +5.4% | +4.4% |
| 3Y | +49.3% | +20.5% | +28.8% | +34.7% |
| 5Y | +69.3% | +21.8% | +47.4% | +47.6% |
| All | +69.3% | +21.6% | +47.6% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling