-50.5%
CPNG vs YUM
+19.0%
-69.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +4.3% |
| 7D | -1.1% | -6.1% | +4.9% | +2.7% |
| 30D | -7.4% | -5.8% | -1.5% | -4.1% |
| 3M | -12.3% | -7.6% | -4.7% | -8.6% |
| 6M | -19.4% | -9.1% | -10.3% | -15.4% |
| YTD | -35.9% | -5.5% | -30.4% | -34.9% |
| 1Y | -53.4% | -3.7% | -49.7% | -53.7% |
| 3Y | -20.0% | +17.8% | -37.8% | -37.5% |
| All | -50.5% | +19.0% | -69.4% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling