+20.0%
YUM vs CCJ
+281.7%
-261.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | -6.1% | -4.0% | -2.0% | -5.8% |
| 30D | -5.8% | -2.4% | -3.5% | -5.8% |
| 3M | -7.6% | -2.3% | -5.3% | -7.6% |
| 6M | -9.1% | -16.2% | +7.1% | -8.6% |
| YTD | -5.5% | +5.7% | -11.2% | -6.7% |
| 1Y | -3.7% | +21.3% | -25.0% | -6.6% |
| 3Y | +17.8% | +159.4% | -141.6% | +2.9% |
| All | +20.0% | +281.7% | -261.7% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling