+4,070.4%
YUM vs CCJ
+2,403.1%
+1,667.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -3.6% | +4.2% | -7.7% | -4.1% |
| 30D | +0.4% | +3.2% | -2.8% | -0.2% |
| 3M | -3.8% | -1.8% | -2.0% | -3.9% |
| 6M | -8.3% | -13.5% | +5.3% | -7.4% |
| YTD | -2.6% | +9.7% | -12.4% | -5.4% |
| 1Y | +1.5% | +30.0% | -28.5% | -4.6% |
| 3Y | +21.6% | +172.6% | -151.0% | -0.5% |
| 5Y | +23.5% | +342.9% | -319.4% | -9.3% |
| 10Y | +178.9% | +1,099.7% | -920.8% | +62.4% |
| All | +4,070.4% | +2,403.1% | +1,667.3% | +2,366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling