+242.0%
COF vs YUM
+171.3%
+70.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +2.0% |
| 7D | -5.1% | -6.1% | +0.9% | -1.1% |
| 30D | -6.0% | -5.8% | -0.2% | -2.5% |
| 3M | +14.8% | -7.6% | +22.5% | +19.7% |
| 6M | +15.3% | -9.1% | +24.5% | +21.2% |
| YTD | -13.0% | -5.5% | -7.5% | -11.8% |
| 1Y | -5.7% | -3.7% | -2.0% | -6.3% |
| 3Y | +118.1% | +17.8% | +100.3% | +77.6% |
| 5Y | +46.2% | +19.3% | +27.0% | +16.4% |
| All | +242.0% | +171.3% | +70.7% | +61.1% |
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