+323.5%
CORZ vs YUM
+28.3%
+295.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | +14.2% | -3.7% | +17.9% | +13.5% |
| 30D | -3.0% | +9.2% | -12.2% | -1.7% |
| 3M | -26.3% | +11.2% | -37.5% | -25.0% |
| 6M | -36.5% | +7.7% | -44.2% | -35.7% |
| YTD | +0.1% | +7.5% | -7.4% | +1.4% |
| 1Y | -15.9% | +8.3% | -24.2% | -14.6% |
| All | +323.5% | +28.3% | +295.3% | +365.4% |
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 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