+165.5%
YUM vs CCJ
+1,065.5%
-899.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -6.1% | -4.0% | -2.0% | -5.8% |
| 30D | -5.8% | -2.4% | -3.5% | -5.7% |
| 3M | -7.6% | -2.3% | -5.3% | -7.6% |
| 6M | -9.1% | -16.2% | +7.1% | -8.4% |
| YTD | -5.5% | +5.7% | -11.2% | -6.9% |
| 1Y | -3.7% | +21.3% | -25.0% | -7.0% |
| 3Y | +17.8% | +159.4% | -141.6% | +2.7% |
| 5Y | +19.3% | +300.7% | -281.4% | -3.3% |
| All | +165.5% | +1,065.5% | -899.9% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling