-23.9%
CPRT vs YUM
+15.9%
-39.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.9% | -0.9% | +3.2% |
| 7D | +12.6% | +10.8% | +1.9% | +9.4% |
| 30D | +18.0% | +21.4% | -3.4% | +12.3% |
| 3M | +11.0% | +13.2% | -2.2% | +6.8% |
| 6M | -2.0% | +8.8% | -10.8% | -5.1% |
| YTD | -16.7% | +11.5% | -28.2% | -20.5% |
| 1Y | -23.9% | +13.4% | -37.2% | -27.5% |
| All | -23.9% | +15.9% | -39.8% | -27.5% |
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