+1,298.9%
COHR vs YUM
+171.3%
+1,127.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +5.0% |
| 7D | +8.3% | -6.1% | +14.4% | +11.1% |
| 30D | -14.1% | -5.8% | -8.3% | -12.4% |
| 3M | -16.0% | -7.6% | -8.4% | -14.1% |
| 6M | +21.5% | -9.1% | +30.6% | +24.1% |
| YTD | +65.4% | -5.5% | +71.0% | +64.9% |
| 1Y | +195.0% | -3.7% | +198.7% | +188.0% |
| 3Y | +830.2% | +17.8% | +812.4% | +696.1% |
| 5Y | +397.1% | +19.3% | +377.8% | +321.0% |
| All | +1,298.9% | +171.3% | +1,127.6% | +678.2% |
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