+50.5%
COP vs YUM
-2.1%
+52.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | +2.3% | -6.1% | +8.4% | +2.1% |
| 30D | +8.6% | -5.8% | +14.4% | +8.4% |
| 3M | +19.9% | -7.6% | +27.5% | +19.7% |
| 6M | +19.0% | -9.1% | +28.2% | +18.8% |
| YTD | +50.0% | -5.5% | +55.5% | +47.9% |
| 1Y | +50.5% | -3.7% | +54.2% | +50.3% |
| All | +50.5% | -2.1% | +52.6% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling