+3,015.3%
CVNA vs YUM
+153.3%
+2,862.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | +0.5% |
| 7D | -7.3% | -6.1% | -1.2% | -1.3% |
| 30D | -4.6% | -5.8% | +1.2% | +1.1% |
| 3M | +2.0% | -7.6% | +9.6% | +8.1% |
| 6M | +11.7% | -9.1% | +20.9% | +20.0% |
| YTD | -18.1% | -5.5% | -12.5% | -16.4% |
| 1Y | -2.4% | -3.7% | +1.3% | -4.5% |
| 3Y | +580.6% | +17.8% | +562.8% | +389.5% |
| 5Y | +4.9% | +19.3% | -14.4% | -20.1% |
| All | +3,015.3% | +153.3% | +2,862.0% | +1,669.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling