+395.2%
COR vs YUM
+171.3%
+223.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | -2.8% | -6.1% | +3.2% | -0.9% |
| 30D | +2.6% | -5.8% | +8.4% | +4.5% |
| 3M | +14.5% | -7.6% | +22.1% | +17.1% |
| 6M | -7.8% | -9.1% | +1.3% | -5.4% |
| YTD | -4.2% | -5.5% | +1.3% | -3.3% |
| 1Y | +7.0% | -3.7% | +10.7% | +7.1% |
| 3Y | +85.5% | +17.8% | +67.7% | +70.0% |
| 5Y | +181.2% | +19.3% | +161.9% | +153.6% |
| All | +395.2% | +171.3% | +223.9% | +285.3% |
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 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