+7,180.9%
COR vs YUM
+4,229.6%
+2,951.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -1.9% | -1.7% | -0.2% | -1.4% |
| 30D | +1.5% | -0.8% | +2.3% | +1.5% |
| 3M | +18.7% | +1.5% | +17.2% | +17.8% |
| 6M | -9.0% | -6.1% | -2.9% | -7.8% |
| YTD | -3.3% | -0.2% | -3.1% | -3.9% |
| 1Y | +9.8% | +2.5% | +7.4% | +8.1% |
| 3Y | +87.4% | +24.6% | +62.8% | +72.3% |
| 5Y | +180.5% | +25.7% | +154.9% | +155.4% |
| 10Y | +398.1% | +179.7% | +218.4% | +254.0% |
| All | +7,180.9% | +4,229.6% | +2,951.3% | +2,051.6% |
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