+322.1%
CORZ vs YUM
+29.2%
+292.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +1.2% |
| 7D | +23.5% | +0.1% | +23.4% | +23.5% |
| 30D | +7.5% | +10.0% | -2.5% | +9.1% |
| 3M | -26.6% | +7.5% | -34.1% | -25.6% |
| 6M | -39.5% | +8.8% | -48.3% | -38.6% |
| YTD | -0.3% | +8.2% | -8.5% | +1.1% |
| 1Y | -4.2% | +9.8% | -14.1% | -2.7% |
| All | +322.1% | +29.2% | +292.9% | +364.4% |
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