+1,692.6%
COP vs YUM
+4,229.6%
-2,537.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -0.8% | -1.7% | +0.8% | -0.3% |
| 30D | +15.6% | -0.8% | +16.4% | +15.7% |
| 3M | +14.3% | +1.5% | +12.9% | +13.3% |
| 6M | +17.0% | -6.1% | +23.1% | +18.4% |
| YTD | +47.4% | -0.2% | +47.7% | +46.1% |
| 1Y | +52.4% | +2.5% | +49.9% | +49.3% |
| 3Y | +20.8% | +24.6% | -3.8% | +9.6% |
| 5Y | +191.7% | +25.7% | +166.0% | +161.6% |
| 10Y | +325.1% | +179.7% | +145.4% | +200.4% |
| All | +1,692.6% | +4,229.6% | -2,537.0% | +618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling