-16.1%
CPRT vs YUM
+19.0%
-35.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.7% |
| 7D | -11.2% | -6.1% | -5.1% | -8.7% |
| 30D | +3.3% | -5.8% | +9.1% | +5.9% |
| 3M | -3.6% | -7.6% | +4.1% | -0.6% |
| 6M | -15.8% | -9.1% | -6.6% | -12.7% |
| YTD | -23.5% | -5.5% | -18.0% | -22.6% |
| 1Y | -38.8% | -3.7% | -35.0% | -38.9% |
| 3Y | -33.4% | +17.8% | -51.2% | -43.2% |
| All | -16.1% | +19.0% | -35.1% | -29.3% |
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