+73.9%
CTVA vs YUM
+17.9%
+56.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.2% |
| 7D | -4.5% | -6.1% | +1.6% | -3.0% |
| 30D | +11.3% | -5.8% | +17.1% | +13.0% |
| 3M | +12.3% | -7.6% | +19.9% | +14.6% |
| 6M | +7.2% | -9.1% | +16.3% | +9.6% |
| YTD | +26.0% | -5.5% | +31.5% | +27.2% |
| 1Y | +16.0% | -3.7% | +19.7% | +16.2% |
| 3Y | +73.9% | +17.8% | +56.1% | +57.0% |
| All | +73.9% | +17.9% | +56.0% | +57.0% |
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