-46.8%
CPNG vs YUM
+5.7%
-52.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -7.4% | -2.0% | -5.4% | -7.1% |
| 30D | -4.4% | -1.1% | -3.3% | -4.2% |
| 3M | -7.5% | +1.8% | -9.3% | -7.5% |
| 6M | -19.9% | -4.7% | -15.2% | -19.3% |
| YTD | -35.2% | +0.6% | -35.8% | -35.0% |
| 1Y | -46.8% | +6.4% | -53.2% | -46.8% |
| All | -46.8% | +5.7% | -52.5% | -46.8% |
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