+95.8%
YUM vs CLBK
+65.6%
+30.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -5.2% | -1.4% | -3.8% | -4.9% |
| 30D | -0.1% | +4.5% | -4.6% | -1.1% |
| 3M | -4.3% | +22.8% | -27.1% | -8.6% |
| 6M | -8.7% | +43.4% | -52.2% | -16.0% |
| YTD | -3.5% | +64.1% | -67.6% | -14.0% |
| 1Y | +0.5% | +67.6% | -67.1% | -11.2% |
| 3Y | +20.5% | +53.3% | -32.7% | +6.1% |
| 5Y | +21.8% | +44.8% | -23.0% | +2.8% |
| All | +95.8% | +65.6% | +30.2% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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