+425.9%
CORZ vs YUM
+15.6%
+410.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.7% |
| 7D | +7.6% | -4.0% | +11.7% | +7.1% |
| 30D | -6.9% | -0.1% | -6.8% | -7.0% |
| 3M | -33.0% | -4.3% | -28.8% | -33.4% |
| 6M | +19.3% | -8.7% | +28.1% | +18.2% |
| YTD | +24.2% | -3.1% | +27.4% | +23.8% |
| 1Y | +24.5% | +1.0% | +23.5% | +24.9% |
| All | +425.9% | +15.6% | +410.2% | +468.4% |
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