-33.4%
CPRT vs YUM
+17.9%
-51.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.1% |
| 7D | -11.2% | -6.1% | -5.1% | -9.8% |
| 30D | +3.3% | -5.8% | +9.1% | +4.8% |
| 3M | -3.6% | -7.6% | +4.1% | -1.9% |
| 6M | -15.8% | -9.1% | -6.6% | -14.0% |
| YTD | -23.5% | -5.5% | -18.0% | -23.0% |
| 1Y | -38.8% | -3.7% | -35.0% | -38.7% |
| 3Y | -33.4% | +17.8% | -51.2% | -39.4% |
| All | -33.4% | +17.9% | -51.3% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling