+85.2%
COR vs YUM
+20.4%
+64.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.6% |
| 7D | -4.8% | -5.2% | +0.4% | -4.1% |
| 30D | -3.7% | -0.1% | -3.6% | -3.7% |
| 3M | +14.3% | -4.3% | +18.6% | +15.1% |
| 6M | -8.5% | -8.7% | +0.2% | -7.3% |
| YTD | -4.4% | -3.5% | -0.9% | -4.1% |
| 1Y | +9.1% | +0.5% | +8.7% | +8.6% |
| All | +85.2% | +20.4% | +64.8% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling