+374.9%
CPRT vs YUM
+171.3%
+203.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.5% |
| 7D | -11.2% | -6.1% | -5.1% | -8.2% |
| 30D | +3.3% | -5.8% | +9.1% | +6.5% |
| 3M | -3.6% | -7.6% | +4.1% | -0.1% |
| 6M | -15.8% | -9.1% | -6.6% | -12.2% |
| YTD | -23.5% | -5.5% | -18.0% | -22.3% |
| 1Y | -38.8% | -3.7% | -35.0% | -38.8% |
| 3Y | -33.4% | +17.8% | -51.2% | -42.4% |
| 5Y | -16.4% | +19.3% | -35.6% | -28.7% |
| All | +374.9% | +171.3% | +203.6% | +161.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling