+165.5%
YUM vs COPX
+583.8%
-418.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -6.1% | -2.3% | -3.7% | -5.7% |
| 30D | -5.8% | +0.3% | -6.1% | -6.1% |
| 3M | -7.6% | +6.8% | -14.4% | -9.4% |
| 6M | -9.1% | +7.9% | -17.1% | -12.1% |
| YTD | -5.5% | +23.7% | -29.3% | -12.2% |
| 1Y | -3.7% | +71.5% | -75.2% | -17.9% |
| 3Y | +17.8% | +149.1% | -131.3% | -11.3% |
| 5Y | +19.3% | +167.3% | -148.1% | -14.5% |
| All | +165.5% | +583.8% | -418.3% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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