-41.3%
CORZ vs YUM
+15.9%
-57.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +5.9% | -16.3% | -8.3% |
| 7D | -14.9% | +10.8% | -25.7% | -12.0% |
| 30D | -23.1% | +21.4% | -44.6% | -18.8% |
| 3M | -44.1% | +13.2% | -57.2% | -41.7% |
| 6M | -39.5% | +8.8% | -48.3% | -37.8% |
| YTD | -12.4% | +11.5% | -23.9% | -7.9% |
| 1Y | -41.3% | +13.4% | -54.7% | -37.3% |
| All | -41.3% | +15.9% | -57.2% | -37.3% |
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