-69.3%
CPNG vs YUM
+48.6%
-117.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +4.2% |
| 7D | -1.1% | -6.1% | +4.9% | +2.3% |
| 30D | -7.4% | -5.8% | -1.5% | -4.4% |
| 3M | -12.3% | -7.6% | -4.7% | -9.0% |
| 6M | -19.4% | -9.1% | -10.3% | -15.8% |
| YTD | -35.9% | -5.5% | -30.4% | -35.0% |
| 1Y | -53.4% | -3.7% | -49.7% | -53.6% |
| 3Y | -20.0% | +17.8% | -37.8% | -34.6% |
| 5Y | -49.6% | +19.3% | -68.8% | -63.1% |
| All | -69.3% | +48.6% | -117.9% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling