+20.3%
YUM vs CCJ
+164.6%
-144.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.8% |
| 7D | -5.2% | -3.2% | -2.0% | -5.2% |
| 30D | -0.1% | -1.3% | +1.2% | -0.1% |
| 3M | -4.3% | +2.5% | -6.8% | -4.3% |
| 6M | -8.7% | -18.9% | +10.2% | -8.6% |
| YTD | -3.5% | +6.5% | -10.0% | -3.9% |
| 1Y | +0.5% | +22.8% | -22.4% | -0.7% |
| All | +20.3% | +164.6% | -144.2% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling