+78.8%
CNQ vs YUM
+17.9%
+61.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.5% |
| 7D | +0.1% | -6.1% | +6.2% | +0.2% |
| 30D | +6.2% | -5.8% | +12.0% | +6.3% |
| 3M | +12.4% | -7.6% | +20.0% | +12.5% |
| 6M | +9.0% | -9.1% | +18.2% | +9.2% |
| YTD | +52.2% | -5.5% | +57.7% | +51.7% |
| 1Y | +65.0% | -3.7% | +68.7% | +64.4% |
| 3Y | +78.8% | +17.8% | +61.0% | +70.9% |
| All | +78.8% | +17.9% | +61.0% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling