+10.2%
YUM vs CART
+51.1%
-41.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.0% | +0.3% | +1.8% | +2.0% |
| 30D | +10.6% | +22.4% | -11.8% | +10.9% |
| 3M | +10.8% | +15.6% | -4.9% | +10.9% |
| 6M | +6.5% | +44.9% | -38.4% | +8.3% |
| YTD | +7.5% | +30.0% | -22.5% | +10.2% |
| 1Y | +10.2% | +56.6% | -46.5% | +7.9% |
| All | +10.2% | +51.1% | -41.0% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling